no code implementations • 6 Sep 2022 • Zifan Wang, Yi Shen, Zachary I. Bell, Scott Nivison, Michael M. Zavlanos, Karl H. Johansson
Specifically, the agents use the conditional value at risk (CVaR) as a risk measure and rely on bandit feedback in the form of the cost values of the selected actions at every episode to estimate their CVaR values and update their actions.
