Risk-Constrained Reinforcement Learning with Percentile Risk Criteria

Chow, Y; Ghavamzadeh, M; Janson, L; Pavone, M

Chow, Y (reprint author), DeepMind, Mountain View, CA 94043 USA.

JOURNAL OF MACHINE LEARNING RESEARCH, 2018; 18 ():

Abstract

In many sequential decision-making problems one is interested in minimizing an expected cumulative cost while taking into account risk, i.e., increase......

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