arxiv
PublishedJuly 1, 2026 at 4:00 AM
Reward Redistribution for CVaR MDPs using a Bellman Operator on L-infinity
Publisher summary· verbatim
arXiv:2602.03778v2 Announce Type: replace-cross Abstract: Tail-end risk measures such as static conditional value-at-risk (CVaR) are used in safety-critical applications to prevent rare, yet catastrophic events. Unlike risk-neutral objectives, the static CVaR of the return depends on entire trajecto
Stay posted· Newsletter
Three short emails a week: Monday, Wednesday and Friday. Top movers, new models and the most-referenced story.
Your email is used only to send The Bubble Brief. Privacy policy
Discussion
No replies yet. Be first.
Related coverage
The Bubble Brief
MON · WED · FRIRead AI insights every Monday, Wednesday and Friday — top movers, new models, story of the week.
Your email is used only to send The Bubble Brief. Privacy policy
Originally published on arxiv ↗