Yunran Wei

A Noise-Robust Elicit-to-Optimize Framework for Distortion Riskmetrics via Inverse Reinforcement Learning

Yang Liu, Yuhao Liu, Yunran Wei

We propose a noise-robust elicit-to-optimize framework that integrates inverse reinforcement learning (IRL) and reinforcement learning (RL) for eliciting agents' risk preferences and optimizing policies under a broad class of risk objectives characterized by distortion riskmetric…Read more