Dynamic programming with non-convex risk-sensitive measures.
Kun LinSteven I. MarcusPublished in: ACC (2013)
Keyphrases
- risk sensitive
- dynamic programming
- optimal control
- markov decision processes
- markov decision problems
- efficient optimization
- linear programming
- reinforcement learning
- state space
- utility function
- foraging theory
- optimal policy
- markov decision chains
- model free
- finite state
- convex optimization
- infinite horizon
- multistage
- decision theoretic
- average cost
- control policies
- real time
- globally optimal
- expected utility
- decision problems
- multi agent
- machine learning