Risk-Constrained Markov Decision Processes.
Vivek S. BorkarRahul JainPublished in: IEEE Trans. Autom. Control. (2014)
Keyphrases
- markov decision processes
- risk sensitive
- optimal policy
- state space
- finite state
- policy iteration
- dynamic programming
- reachability analysis
- reinforcement learning
- transition matrices
- decision processes
- reinforcement learning algorithms
- finite horizon
- model based reinforcement learning
- planning under uncertainty
- average cost
- decision theoretic planning
- infinite horizon
- state and action spaces
- markov decision process
- factored mdps
- action sets
- average reward
- decision making
- action space
- state abstraction
- partially observable
- semi markov decision processes
- interval estimation
- stochastic shortest path