Dylan Troop
- Risk-Averse Action Selection Using Extreme Value Theory Estimates of the\n CVaR
2019/12/03 by Dylan Troop, Frédéric Godin, Troop, Dylan +3 · 1 citation
Computer Science · Decision Sciences · #Advanced Bandit Algorithms Research #FOS: Computer and information sciences #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Reinforcement Learning in Robotics #Risk and Portfolio Optimization