Bayesian Risk-Averse Q-Learning with Streaming Observations.
Yuhao WangEnlu ZhouPublished in: CoRR (2023)
Keyphrases
- risk averse
- risk neutral
- utility function
- risk aversion
- decision makers
- stochastic programming
- reinforcement learning
- function approximation
- cooperative
- multi agent
- portfolio management
- bayesian networks
- learning algorithm
- state space
- model free
- decision theory
- optimal policy
- decision making
- expected utility
- multistage
- problems involving
- decision problems
- theoretical framework
- risk sensitive
- artificial intelligence