Improving Robustness via Risk Averse Distributional Reinforcement Learning.

Rahul Singh Qinsheng Zhang Yongxin Chen

Published in: CoRR (2020)

Keyphrases

risk averse
reinforcement learning
risk neutral
utility function
decision makers
stochastic programming
risk aversion
function approximation
portfolio management
state space
model free
long run
expected utility
machine learning
production system
learning algorithm
genetic algorithm