Extreme Risk Mitigation in Reinforcement Learning using Extreme Value Theory.
N. S. Karthik SomayajiYu WangMalachi SchramJán DrgonaMahantesh HalappanavarFrank LiuPeng LiPublished in: CoRR (2023)
Keyphrases
- extreme value theory
- reinforcement learning
- risk management
- function approximation
- risk assessment
- extreme events
- state space
- risk analysis
- markov decision processes
- robotic control
- high risk
- multi agent
- risk factors
- reinforcement learning algorithms
- data sets
- machine learning
- natural disasters
- optimal control
- decision making
- model free
- real time
- learning capabilities
- partially observable
- learning algorithm
- early warning
- extreme values
- minimum risk
- optimal policy
- evolutionary algorithm
- learning process