Reinforcement Learning of Risk-Constrained Policies in Markov Decision Processes

1 code implementation • 27 Feb 2020 • Tomas Brazdil, Krishnendu Chatterjee, Petr Novotny, Jiri Vahala

The objective of risk-constrainedplanning is to maximize the expected discounted-sum payoffamong risk-averse policies that ensure the probability to en-counter a failure state is below a desired threshold.

Decision Making reinforcement-learning +1