Risk-Sensitive Reinforcement Learning.
Oliver MihatschRalph NeuneierPublished in: Mach. Learn. (2002)
Keyphrases
- risk sensitive
- reinforcement learning
- model free
- optimal control
- markov decision processes
- control policies
- markov decision problems
- reinforcement learning algorithms
- function approximation
- utility function
- state space
- dynamic programming
- temporal difference
- optimal policy
- partially observable
- machine learning
- finite horizon
- policy iteration
- control policy
- average cost
- markov decision chains
- infinite horizon
- finite state
- learning algorithm
- markov decision process
- action selection
- average reward
- control strategy
- learning capabilities
- supervised learning
- genetic algorithm