A Learning Algorithm for Risk-Sensitive Cost.
Arnab BasuTirthankar BhattacharyyaVivek S. BorkarPublished in: Math. Oper. Res. (2008)
Keyphrases
- risk sensitive
- learning algorithm
- optimal control
- average cost
- utility function
- markov decision processes
- machine learning algorithms
- markov decision chains
- long run
- active learning
- model free
- reinforcement learning
- neural network
- dynamic programming
- total cost
- reinforcement learning algorithms
- machine learning
- markov chain
- supervised learning
- supply chain
- search space
- stochastic optimization
- control policies
- optimality criterion