Risk-sensitive Reinforcement Learning
Risk-Sensitive Reinforcement Learning is a framework within reinforcement learning that extends standard Markov decision processes by incorporating sensitivity to the variability and uncertainty of returns, thereby optimizing policies based on risk-aware criteria rather than expected cumulative reward alone.
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105
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2017–2026
43
Variants
Risk-aware Reinforcement Learning
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Performance functions and reinforcement learning for trading systems and portfolios
John Moody, Lizhong Wu, Yuansong Liao et al. · Journal of Forecasting · 1998 · 293 citations
Business, Finance, Financial Markets +13
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Princeton University
Princeton, United States
4 h-index
5 publications
458 citations
University of California, Berkeley
Berkeley, United States
4 h-index
7 publications
112 citations
Stanford University
Stanford, United States
4 h-index
5 publications
174 citations
Technion – Israel Institute of Technology
Haifa, Israel
3 h-index
7 publications
551 citations
Tsinghua University
Beijing, China
3 h-index
18 publications
1.5K citations
Google (United States)
Mountain View, United States
3 h-index
11 publications
475 citations

University of Toronto
Toronto, Canada
3 h-index
6 publications
138 citations
Technische Universität Berlin
Berlin, Germany
2 h-index
2 publications
308 citations
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Repository · 17 publications · 832 citations
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Conference · 3 publications · 105 citations
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2 publications · 296 citations
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2 publications · 353 citations
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