Risk-Averse Action Selection Using Extreme Value Theory Estimates of the CVaR.
Dylan TroopFréderic GodinJia Yuan YuPublished in: CoRR (2019)
Keyphrases
- risk averse
- action selection
- extreme value theory
- risk neutral
- decision makers
- risk measures
- utility function
- basal ganglia
- robot soccer
- risk aversion
- reinforcement learning
- stochastic programming
- decision making
- portfolio management
- expected utility
- action selection mechanism
- inventory level
- action space
- multistage
- probability distribution
- cost function