Extreme Risk Mitigation in Reinforcement Learning using Extreme Value Theory.
Karthik Somayaji N. S.Yu WangMalachi SchramJán DrgonaMahantesh M. HalappanavarFrank LiuPeng LiPublished in: Trans. Mach. Learn. Res. (2024)
Keyphrases
- extreme value theory
- reinforcement learning
- risk management
- function approximation
- state space
- decision support system
- risk assessment
- extreme events
- robotic control
- reinforcement learning algorithms
- risk factors
- optimal control
- risk measures
- risk analysis
- markov decision processes
- dynamic programming
- learning algorithm
- project management
- high risk
- risk averse
- model free
- temporal difference
- optimal policy
- machine learning
- neural network
- action selection
- temporal difference learning
- search space
- decision trees