Risk-aware Q-learning for Markov decision processes.

Wenjie Huang William Benjamin Haskell

Published in: CDC (2017)

Keyphrases

markov decision processes
risk sensitive
policy iteration
reinforcement learning
reinforcement learning algorithms
state space
optimal policy
markov games
stochastic shortest path
discounted reward
reward function
dynamic programming

finite state
transition matrices
infinite horizon
continuous state spaces
discount factor
reachability analysis
factored mdps
multi agent
decision processes
decision theoretic planning
cooperative

action space
function approximation
average reward
finite horizon
model free
long run
state action
planning under uncertainty
policy evaluation
markov decision process
action selection

decision making
learning algorithm
model based reinforcement learning
real time dynamic programming
average cost
partially observable
action sets
multistage
dynamical systems
actor critic
markov decision problems