A Risk-Sensitive Approach to Policy Optimization.
Jared MarkowitzRyan W. GardnerAshley J. LlorensRaman AroraI-Jeng WangPublished in: CoRR (2022)
Keyphrases
- risk sensitive
- control policies
- markov decision processes
- markov decision problems
- optimal policy
- optimal control
- utility function
- optimization method
- infinite horizon
- optimization algorithm
- optimization problems
- dynamic programming
- efficient optimization
- optimization methods
- model free
- average cost
- state space
- evolutionary algorithm
- reinforcement learning algorithms
- markov decision process
- policy iteration
- stochastic optimization
- average reward
- control system