Risk-Sensitivity in Simulation Based Online Planning

Author:

Schmid Kyrill,Belzner Lenz,Kiermeier Marie,Neitz Alexander,Phan Thomy,Gabor Thomas,Linnhoff Claudia

Publisher

Springer International Publishing

Reference22 articles.

1. Galichet, N., Sebag, M., Teytaud, O.: Exploration vs exploitation vs safety: risk-aware multi-armed bandits. In: ACML, pp. 245–260 (2013)

2. Heger, M.: Consideration of risk in reinforcement learning. In: Proceedings of the Eleventh International Conference on Machine Learning, pp. 105–111 (1994)

3. Howard, R.A., Matheson, J.E.: Risk-sensitive Markov decision processes. Manag. Sci. 18(7), 356–369 (1972)

4. Kisiala, J.: Conditional value-at-risk: theory and applications. arXiv preprint arXiv:1511.00140 (2015)

5. Moldovan, T.M.: Safety, risk awareness and exploration in reinforcement learning. Ph.D. thesis, University of California, Berkeley (2014)

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