Markov decision processes with risk-sensitive criteria: an overview.
Nicole BäuerleAnna JaskiewiczPublished in: Math. Methods Oper. Res. (2024)
Keyphrases
- risk sensitive
- markov decision processes
- state space
- optimal policy
- finite state
- reinforcement learning
- optimality criterion
- average cost
- policy iteration
- dynamic programming
- planning under uncertainty
- utility function
- optimal control
- reinforcement learning algorithms
- finite horizon
- partially observable
- decision processes
- average reward
- infinite horizon
- action space
- model free
- markov decision problems
- control policies
- machine learning