Risk-Sensitive Stochastic Optimal Control as Rao-Blackwellized Markovian Score Climbing.

Hany Abdulsamad Sahel Iqbal Adrien Corenflos Simo Särkkä

Published in: CoRR (2023)

Keyphrases

risk sensitive
optimal control
utility function
markov decision processes
model free
foraging theory
optimality criterion
expected utility
markov decision chains
control policies
reinforcement learning
np hard
dynamic programming
learning tasks