Variance-penalized Markov decision processes: dynamic programming and reinforcement learning techniques (Q5166474)
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scientific article; zbMATH DE number 6309105
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variance-penalized Markov decision processes: dynamic programming and reinforcement learning techniques |
scientific article; zbMATH DE number 6309105 |
Statements
Variance-penalized Markov decision processes: dynamic programming and reinforcement learning techniques (English)
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27 June 2014
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variance-penalized MDPs
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dynamic programming
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risk penalties
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reinforcement learning
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Bellman equation
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