Reference : Risk-aware decision making and dynamic programming
Scientific congresses and symposiums : Unpublished conference
Engineering, computing & technology : Computer science
http://hdl.handle.net/2268/15469
Risk-aware decision making and dynamic programming
English
Defourny, Boris [Université de Liège - ULg > Dép. d'électric., électron. et informat. (Inst.Montefiore) > Systèmes et modélisation >]
Ernst, Damien mailto [Université de Liège - ULg > Dép. d'électric., électron. et informat. (Inst.Montefiore) > Systèmes et modélisation >]
Wehenkel, Louis mailto [Université de Liège - ULg > Dép. d'électric., électron. et informat. (Inst.Montefiore) > Systèmes et modélisation >]
2008
8
Yes
No
International
NIPS-08 Workshop on Model Uncertainty and Risk in Reinforcement Learning
December 2008
Whistler
Canada
[en] dynamic programming ; risk
[en] This paper considers sequential decision making problems under uncertainty, the tradeoff between the expected return and the risk of high loss, and methods that use dynamic programming to find optimal policies. It is argued that using Bellman's Principle determines how risk considerations on the return can be incorporated. The discussion centers around returns generated by Markov Decision Processes and conclusions concern a large class of methods in Reinforcement Learning.
Fonds de la Recherche Scientifique (Communauté française de Belgique) - F.R.S.-FNRS
http://hdl.handle.net/2268/15469

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