@inproceedings{ijcai2020p632, title = {Risk-Averse Trust Region Optimization for Reward-Volatility Reduction}, author = {Bisi, Lorenzo and Sabbioni, Luca and Vittori, Edoardo and Papini, Matteo and Restelli, Marcello}, booktitle = {Proceedings of the Twenty-Ninth International Joint Conference on Artificial Intelligence, {IJCAI-20}}, publisher = {International Joint Conferences on Artificial Intelligence Organization}, editor = {Christian Bessiere}, pages = {4583--4589}, year = {2020}, month = {7}, note = {Special Track on AI in FinTech}, doi = {10.24963/ijcai.2020/632}, url = {https://doi.org/10.24963/ijcai.2020/632}, }