Efficient Risk-Averse Reinforcement Learning.

Ido Greenberg Yinlam Chow Mohammad Ghavamzadeh Shie Mannor

Published in: CoRR (2022)

Keyphrases

risk averse
reinforcement learning
risk aversion
stochastic programming
risk neutral
dynamic programming
utility function
function approximation
data mining
machine learning
learning algorithm
probability distribution
sufficient conditions
multistage
monte carlo