Risk-Sensitive Reinforcement Learning: A Constrained Optimization Viewpoint.
Prashanth L. A.Michael C. FuPublished in: CoRR (2018)
Keyphrases
- constrained optimization
- risk sensitive
- reinforcement learning
- model free
- markov decision processes
- optimal control
- control policies
- markov decision problems
- reinforcement learning algorithms
- function approximation
- utility function
- optimal policy
- state space
- objective function
- learning algorithm
- temporal difference
- penalty function
- dynamic programming
- average cost
- average reward
- optimality criterion
- finite state
- policy iteration
- partially observable
- infinite horizon
- control strategy
- multi objective
- reward function
- machine learning
- genetic algorithm
- action selection
- control strategies
- action space
- fitness function
- probabilistic model
- decision making