Estimating Risk and Uncertainty in Deep Reinforcement Learning.
William R. ClementsBenoît-Marie RobagliaBastien Van DelftReda Bahi SlaouiSébastien TothPublished in: CoRR (2019)
Keyphrases
- reinforcement learning
- risk measures
- risk averse
- expected utility
- partial observability
- risk aversion
- robust optimization
- learning algorithm
- state space
- markov decision processes
- risk management
- model free
- decision theory
- extreme events
- function approximation
- uncertain data
- risk assessment
- machine learning
- robotic control
- multi agent
- multi agent reinforcement learning
- dynamic programming
- portfolio optimization
- risk analysis
- rigid body
- decision theoretic
- real robot
- reinforcement learning algorithms
- probability theory
- utility function
- supervised learning
- optimal control
- neural network
- belief functions