Open AccessMean-Variance Policy Iteration for Risk-Averse Reinforcement Learning
Author(s) -
Shangtong Zhang,
Bo Liu,
Shimon Whiteson
Publication year - 2021
Publication title -
proceedings of the ... aaai conference on artificial intelligence
Language(s) - Uncategorized
Resource type - Journals
eISSN - 2374-3468
pISSN - 2159-5399
DOI - 10.1609/aaai.v35i12.17302
Subject(s) - reinforcement learning , flexibility (engineering) , variance (accounting) , computer science , metric (unit) , mathematical optimization , performance metric , time horizon , control (management) , random variable , risk aversion (psychology) , expected utility hypothesis , mathematics , economics , statistics , artificial intelligence , operations management , accounting , management