Risk-Sensitive Online Algorithms (Extended Abstract).
Nicolas ChristiansonBo SunSteven H. LowAdam WiermanPublished in: COLT (2024)
Keyphrases
- extended abstract
- online algorithms
- risk sensitive
- optimal control
- online learning
- utility function
- lower bound
- learning algorithm
- markov decision processes
- worst case
- model free
- average case
- asymptotically optimal
- optimality criterion
- control policies
- machine learning
- decision theoretic
- expected utility
- efficient optimization
- average cost
- decision theory
- markov decision problems
- dynamic programming
- data mining