Beyond exponential utility functions: A variance-adjusted approach for risk-averse reinforcement learning.
Abhijit GosaviSajal K. DasSusan L. MurrayPublished in: ADPRL (2014)
Keyphrases
- utility function
- risk averse
- reinforcement learning
- risk neutral
- risk aversion
- decision makers
- expected utility
- decision problems
- function approximation
- decision theory
- risk sensitive
- probability distribution
- learning algorithm
- markov decision problems
- state space
- model free
- markov decision processes
- optimal policy
- partially observable
- computational complexity
- cost function