Q-learning for Quantile MDPs: A Decomposition, Performance, and Convergence Analysis. - Hau, Jia Lin; Delage, Erick; Derman, Esther; Ghavamzadeh, Mohammad; Petrik, Marek (CoRR, 2024)

Entropic Risk Optimization in Discounted MDPs. - Hau, Jia Lin; Petrik, Marek; Ghavamzadeh, Mohammad (2023)

On Dynamic Programming Decompositions of Static Risk Measures in Markov Decision Processes. - Hau, Jia Lin; Delage, Erick; Ghavamzadeh, Mohammad; Petrik, Marek (2023)

On Dynamic Program Decompositions of Static Risk Measures. - Hau, Jia Lin; Delage, Erick; Ghavamzadeh, Mohammad; Petrik, Marek (CoRR, 2023)

RASR: Risk-Averse Soft-Robust MDPs with EVaR and Entropic Risk. - Hau, Jia Lin; Petrik, Marek; Ghavamzadeh, Mohammad; Russel, Reazul Hasan (CoRR, 2022)