Risk-Averse Offline Reinforcement Learning.
Núria Armengol UrpiSebastian CuriAndreas KrausePublished in: CoRR (2021)
Keyphrases
- risk averse
- reinforcement learning
- risk neutral
- utility function
- risk aversion
- decision makers
- function approximation
- stochastic programming
- portfolio management
- model free
- expected utility
- markov decision processes
- state space
- machine learning
- optimal control
- dynamic programming
- learning algorithm
- probability distribution
- partially observable
- objective function