Risk-Averse Bayes-Adaptive Reinforcement Learning.
Marc RigterBruno LacerdaNick HawesPublished in: CoRR (2021)
Keyphrases
- risk averse
- reinforcement learning
- risk neutral
- risk aversion
- decision makers
- utility function
- machine learning
- function approximation
- stochastic programming
- learning algorithm
- decision trees
- optimal policy
- np hard
- state space
- data mining
- markov decision processes
- optimal control
- model free
- portfolio management
- decision making