- Risk-Averse Bayes-Adaptive Reinforcement Learning
2021/02/10 by Marc Rigter, Bruno Lacerda, Rigter, Marc +3 · 6 citations
Computer Science · Decision Sciences · Mathematics · #Advanced Bandit Algorithms Research #Artificial Intelligence (cs.AI) #Artificial intelligence #Bayes' theorem #Bayesian probability #CVAR #Computer science #Economics #Expected shortfall #FOS: Computer and information sciences #Machine Learning (cs.LG) #Markov decision process #Markov process #Mathematical optimization #Mathematics #Parametric statistics #Reinforcement Learning in Robotics #Reinforcement learning #Risk and Portfolio Optimization #Risk management #Statistics #cs.AI #cs.LG