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1. RL-ElicitableDynamicRisk RL-ElicitableDynamicRisk Public

   Implementation of a risk-aware RL algorithm with conditionally elicitable dynamic risk

   Jupyter Notebook 4 1

2. RL-DynamicConvexRisk RL-DynamicConvexRisk Public

   Python code to perform risk-sensitive Reinforcement Learning with dynamic convex risk measures

   Python 20 5

3. distilling-policy-distillation distilling-policy-distillation Public

   Presentation and code notebook on policy distillation

   Jupyter Notebook 6 1

4. irl-for-risk-aversion irl-for-risk-aversion Public

   Code and experiments for the paper "Eliciting Risk Aversion with Inverse RL via Interactive Questioning"

   Jupyter Notebook 1

5. sta2536 sta2536 Public

   Code and notes for STA2536: Data Science for Risk Modeling

   Jupyter Notebook 4 3

6. RL-DynamicRobustRisk RL-DynamicRobustRisk Public

   Python code to solve risk-aware RL problems with dynamic robust distortion risk measures

   Python