"Reduce" and "relieve" stress both basically mean the same thing. "Cope with stress" implies that you have stress and have to tolerate it without necessarily reducing or relieving it.
Some other words and expressions with stress:
- Handle stress, e.g. I handle stress well
- Deal with stress, e.g. At work, I have to deal with stress regularly
- Combat stress, e.g. Meditation can help combat stress
- "Avoid" can used with other forms of "stress", e.g. it's good to avoid stressful situations
I hope this helped!