RQIQN introduces a Wasserstein DRO-based correction to Bellman quantile targets that enlarges distributional spread without altering risk-neutral averages.
Robust estimation of small-area means and quantiles.Australian & New Zealand Journal of Statistics, 52(2):167–186
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Quantile Geometry Regularization for Distributional Reinforcement Learning
RQIQN introduces a Wasserstein DRO-based correction to Bellman quantile targets that enlarges distributional spread without altering risk-neutral averages.