Risk Sensitive Reinforcement Learning Scheme Is Suitable for Learning on a Budget
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Publisher
Springer International Publishing
Link
http://link.springer.com/content/pdf/10.1007/978-3-319-46675-0_23
Reference17 articles.
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3. Shen, Y., Tobia, M.J., Sommer, T., Obermayer, K.: Risk-sensitive reinforcement learning. Neural Comput. 26, 1298–1328 (2014)
4. Kahneman, D., Tversky, A.: Prospect theory: an analysis of decision under risk. Econometrica 47(2), 263–291 (1979)
5. Walter, F.E., Schweitzer, F.: Risk-seeking versus risk-avoiding investments in noisy periodic environments. Int. J. Mod. Phys. C 19(6), 971–994 (2008)
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