A Risk-Sensitive Approach to Policy Optimization.
Jared MarkowitzRyan W. GardnerAshley J. LlorensRaman AroraI-Jeng WangPublished in: AAAI (2023)
Keyphrases
- risk sensitive
- control policies
- markov decision problems
- optimal control
- utility function
- efficient optimization
- model free
- markov decision chains
- optimization methods
- optimal policy
- optimization algorithm
- optimization problems
- optimization method
- markov decision processes
- partially observable
- optimality criterion
- expected utility
- average cost
- robust optimization
- genetic algorithm
- machine learning