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

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

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

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

Q-learning for Quantile MDPs: A Decomposition, Performance, and Convergence Analysis. - Jia Lin Hau; Erick Delage; Esther Derman; Mohammad Ghavamzadeh; Marek Petrik (AISTATS, 2025)

Risk-Averse Total-Reward Reinforcement Learning. - Xihong Su; Jia Lin Hau; Gersi Doko; Kishan Panaganti; Marek Petrik (CoRR, 2025)