Risk-Sensitive Markov Decision Process with Limited Budget.
Daniel Augusto de Melo MoreiraKarina Valdivia DelgadoLeliane Nunes de BarrosPublished in: BRACIS (2017)
Keyphrases
- risk sensitive
- markov decision process
- limited budget
- markov decision processes
- optimal control
- infinite horizon
- optimal policy
- average cost
- state space
- finite horizon
- weighted distance
- reinforcement learning
- finite state
- model free
- policy iteration
- utility function
- reward function
- control policies
- markov decision problems
- reinforcement learning algorithms
- average reward
- dynamic programming
- investment decisions
- data mining
- expected utility
- transition probabilities
- action space
- least squares