Bridging Distributional and Risk-sensitive Reinforcement Learning with Provable Regret Bounds. - Hao Liang 015; Zhi-Quan Luo (CoRR, 2022)

Regret Bounds for Risk-sensitive Reinforcement Learning with Lipschitz Dynamic Risk Measures. - Hao Liang 015; Zhi-Quan Luo (CoRR, 2023)

A Distribution Optimization Framework for Confidence Bounds of Risk Measures. - Hao Liang 015; Zhi-Quan Luo (CoRR, 2023)