A Bayesian Risk Approach to MDPs with Parameter Uncertainty.
Yifan LinYuxuan RenEnlu ZhouPublished in: CoRR (2021)
Keyphrases
- expected utility
- decision theory
- risk measures
- markov decision processes
- risk averse
- dempster shafer
- markov decision problems
- risk aversion
- reinforcement learning
- utility function
- uncertain data
- risk assessment
- state space
- maximum likelihood
- belief functions
- bayesian analysis
- risk management
- bayesian inference
- decision makers
- decision making
- extreme events
- high risk
- decision theoretic
- parameter settings
- parameter values
- risk factors
- gaussian processes
- posterior distribution
- posterior probability
- scoring metrics
- chance constraints
- bayesian networks