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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
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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