Risk-sensitive Markov Decision Processes with Risk Constraints of Coherent Risk Measures in Fuzzy and Stochastic Environment.
Yuji YoshidaPublished in: IJCCI (2019)
Keyphrases
- risk sensitive
- markov decision processes
- risk measures
- utility function
- risk averse
- decision processes
- control policies
- state space
- optimal policy
- optimal control
- dynamic programming
- reinforcement learning
- average cost
- policy iteration
- action space
- markov decision problems
- reinforcement learning algorithms
- partially observable
- finite state
- model free
- monte carlo
- average reward
- sufficient conditions
- decision makers
- fuzzy numbers
- reward function
- robust optimization
- control strategy
- linear programming
- optimality criterion