A note on negative dynamic programming for risk-sensitive control.
Anna JaskiewiczPublished in: Oper. Res. Lett. (2008)
Keyphrases
- risk sensitive
- optimal control
- dynamic programming
- markov decision processes
- control strategy
- control policies
- markov decision problems
- utility function
- foraging theory
- linear programming
- multistage
- control system
- infinite horizon
- control strategies
- state space
- reinforcement learning
- markov decision chains
- average cost
- linear program
- markov chain
- optimality criterion