Risk-Sensitive Reinforcement Learning with Exponential Criteria.
Erfaun NooraniChristos N. MavridisJohn S. BarasPublished in: CoRR (2022)
Keyphrases
- risk sensitive
- reinforcement learning
- model free
- optimal control
- markov decision processes
- optimality criterion
- markov decision problems
- reinforcement learning algorithms
- control policies
- utility function
- optimal policy
- dynamic programming
- markov decision chains
- function approximation
- finite state
- state space
- average reward
- control strategies
- temporal difference
- transfer learning
- finite horizon
- partially observable
- multi agent
- infinite horizon
- least squares
- decision theoretic
- expected utility
- machine learning
- control strategy
- learning algorithm