Risk-Sensitive Online Algorithms.
Nicolas ChristiansonBo SunSteven H. LowAdam WiermanPublished in: CoRR (2024)
Keyphrases
- risk sensitive
- online algorithms
- optimal control
- online learning
- utility function
- markov decision processes
- lower bound
- learning algorithm
- model free
- worst case
- average case
- optimality criterion
- decision theoretic
- control policies
- markov decision problems
- efficient optimization
- upper bound
- reinforcement learning
- state space
- control strategy
- dynamic programming
- asymptotically optimal
- machine learning
- expected utility
- function approximation
- nearest neighbor
- decision makers