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"Risk-Averse Action Selection Using Extreme Value Theory Estimates of the CVaR."

Dylan Troop, Fréderic Godin, Jia Yuan Yu (2019)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2020-01-07

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-1912-01718
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-1912-01718
Dylan Troop, Fréderic Godin, Jia Yuan Yu:
Risk-Averse Action Selection Using Extreme Value Theory Estimates of the CVaR. CoRR abs/1912.01718 (2019)

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