Risk-Aware Reinforcement Learning through Optimal Transport Theory.
Ali BaheriPublished in: CoRR (2023)
Keyphrases
- reinforcement learning
- optimal control
- theoretical framework
- dynamic programming
- portfolio theory
- conditional expectation
- optimal solution
- machine learning
- learning algorithm
- support vector
- neural network
- markov decision
- principal agent
- general theory
- function approximation
- decision making
- lower bound
- genetic algorithm
- optimal strategy
- action selection
- markov decision processes
- multi agent reinforcement learning
- risk measures
- computational model
- supervised learning