Robust Risk-Sensitive Reinforcement Learning with Conditional Value-at-Risk.
Xinyi NiLifeng LaiPublished in: CoRR (2024)
Keyphrases
- risk sensitive
- reinforcement learning
- model free
- optimal control
- markov decision processes
- utility function
- markov decision chains
- transfer learning
- evolutionary algorithm
- expected utility
- reinforcement learning algorithms
- markov decision process
- control policies
- state space
- temporal difference
- policy iteration
- markov decision problems
- learning algorithm
- machine learning