Last week, I attended the Reinforcement Learning Conference in Montreal to present our work, "Risk-Aware General-Utility Markov Decision Processes" (arxiv.org/abs/2607.09298).
More details about our work are in the following blog post: ppsantos.github.io/posts/risk-a...
ppsantos.github.io
Bringing risk-awareness to general-utility MDPs
We motivate and explore risk-aware general-utility MDPs, where we aim to find an optimal policy with respect to a risk measure of the distribution of objective values induced by its interaction with t...
