Risk-Sensitive Reinforcement Learning: Near-Optimal Risk-Sample Tradeoff in Regret.

Yingjie Fei Zhuoran Yang Yudong Chen Zhaoran Wang Qiaomin Xie

Published in: CoRR (2020)

Keyphrases

risk sensitive
reinforcement learning
model free
optimal control
markov decision processes
control policies
reinforcement learning algorithms
reward function

markov decision problems
risk neutral
utility function
function approximation
optimal policy
state space
dynamic programming
lower bound

finite state
temporal difference
policy iteration
partially observable
multi agent
decision theoretic
supervised learning

expected utility
computational complexity
control strategies
average cost
infinite horizon
control policy
real valued