Author

Wenjie Huang

The University of Hong Kong

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Preprint Aug 2026

Adaptive Finite-Budget Training for CVaR Risk-Aware Q-Learning

Results demonstrate that adaptive finite-budget training design, applied solely to the training procedure without altering the risk objective, can materially improve the reliability and risk-adjusted performance of risk-aware Q-learning in financial applications.

Yifan Wu, Junjie Lei, Wenjie Huang · 0 citations