Risk-Sensitive Markov Control Processes.
Yun ShenWilhelm StannatKlaus ObermayerPublished in: SIAM J. Control. Optim. (2013)
Keyphrases
- risk sensitive
- optimal control
- utility function
- control policies
- control strategy
- control system
- optimality criterion
- control strategies
- markov chain
- model free
- markov decision chains
- control policy
- markov decision processes
- dynamic programming
- reinforcement learning
- markov model
- state space
- multi agent
- decision making
- machine learning