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Cumulative Prospect Theory Meets Reinforcement Learning: Prediction and Control.
Prashanth L. A.
Cheng Jie
Michael C. Fu
Steven I. Marcus
Csaba Szepesvári
Published in:
ICML (2016)
Keyphrases
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reinforcement learning
cumulative prospect theory
machine learning
control system
state space
expert systems
information technology
dynamic programming
probabilistic model
optimal policy
decision analysis