Risk-sensitive reinforcement learning

DOI10.1023/A:1017940631555zbMath1014.68074OpenAlexW1585575029MaRDI QIDQ1604825

Ralph Neuneier, Oliver Mihatsch

Publication date: 8 July 2002

Published in: Machine Learning (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1017940631555

zbMATH Keywords

Markov decision problemreinforcement learning algorithms

Mathematics Subject Classification ID

Computational learning theory (68Q32)

Related Items (14)

Reference points and learning ⋮ Robust Risk-Aware Reinforcement Learning ⋮ Risk-Sensitive Reinforcement Learning via Policy Gradient Search ⋮ Variance-constrained actor-critic algorithms for discounted and average reward MDPs ⋮ Safe reinforcement learning: A control barrier function optimization approach ⋮ Recent advances in reinforcement learning in finance ⋮ Long-Run Risk-Sensitive Impulse Control ⋮ Risk-Sensitive Reinforcement Learning ⋮ Prospect-theoretic Q-learning ⋮ Variance-penalized Markov decision processes: dynamic programming and reinforcement learning techniques ⋮ Adaptive stock trading with dynamic asset allocation using reinforcement learning ⋮ Risk-averse autonomous systems: a brief history and recent developments from the perspective of optimal control ⋮ Risk-averse policy optimization via risk-neutral policy optimization ⋮ Peril, prudence and planning as risk, avoidance and worry

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