메뉴 건너뛰기




Volumn 24, Issue , 2005, Pages 81-108

Risk-sensitive reinforcement learning applied to control under constraints

Author keywords

[No Author keywords available]

Indexed keywords

CONSTRAINT THEORY; ERROR ANALYSIS; FUNCTIONS; HEURISTIC METHODS; MARKOV PROCESSES; REINFORCEMENT; RISK MANAGEMENT;

EID: 31144477417     PISSN: 10769757     EISSN: 10769757     Source Type: Journal    
DOI: 10.1613/jair.1666     Document Type: Article
Times cited : (328)

References (39)
  • 2
    • 85151728371 scopus 로고
    • Residual algorithms: Reinforcement learning with function approximation
    • Morgan Kaufmann
    • Baird, L. (1995). Residual algorithms: reinforcement learning with function approximation. In Proc. 12th International Conference on Machine Learning, pp. 30-37. Morgan Kaufmann.
    • (1995) Proc. 12th International Conference on Machine Learning , pp. 30-37
    • Baird, L.1
  • 3
    • 31144450867 scopus 로고
    • Optimal rules for ordering uncertain prospects
    • Bawas, V. S. (1975). Optimal rules for ordering uncertain prospects. Journal of Finance, 2(1), 1975.
    • (1975) Journal of Finance , vol.2 , Issue.1 , pp. 1975
    • Bawas, V.S.1
  • 7
    • 0032666946 scopus 로고    scopus 로고
    • Decision-theoretic planning
    • Blythe, J. (1999). Decision-theoretic planning. AI Magazine, 20(2), 37-54.
    • (1999) AI Magazine , vol.20 , Issue.2 , pp. 37-54
    • Blythe, J.1
  • 8
    • 0036577013 scopus 로고    scopus 로고
    • Q-learning for risk-sensitive control
    • Borkar, V. (2002). Q-learning for risk-sensitive control. Mathematics of Operations Research, 27(2), 294-311.
    • (2002) Mathematics of Operations Research , vol.27 , Issue.2 , pp. 294-311
    • Borkar, V.1
  • 9
    • 0033077715 scopus 로고    scopus 로고
    • Risk-sensitive and minimax control of discrete-time, finite-state Markov decision processes
    • Coraluppi, S., & Marcus, S. (1999). Risk-sensitive and minimax control of discrete-time, finite-state Markov decision processes. Automatica, 35, 301-309.
    • (1999) Automatica , vol.35 , pp. 301-309
    • Coraluppi, S.1    Marcus, S.2
  • 10
    • 0032208335 scopus 로고    scopus 로고
    • Elevator group control using multiple reinforcement learning agents
    • Crites, R. H., & Barto, A. G. (1998). Elevator group control using multiple reinforcement learning agents. Machine Learning, 55(2/3), 235-262.
    • (1998) Machine Learning , vol.55 , Issue.2-3 , pp. 235-262
    • Crites, R.H.1    Barto, A.G.2
  • 12
    • 0000935892 scopus 로고
    • Markov decision models with weighted discounted criteria
    • Feinberg, E., & Shwartz, A. (1994). Markov decision models with weighted discounted criteria. Math. of Operations Research, 19, 152-168.
    • (1994) Math. of Operations Research , vol.19 , pp. 152-168
    • Feinberg, E.1    Shwartz, A.2
  • 13
    • 0030282046 scopus 로고    scopus 로고
    • Constrained discounted dynamic programming
    • Feinberg, E., & Shwartz, A. (1996). Constrained discounted dynamic programming. Math. of Operations Research, 21, 922-945.
    • (1996) Math. of Operations Research , vol.21 , pp. 922-945
    • Feinberg, E.1    Shwartz, A.2
  • 14
    • 0033099473 scopus 로고    scopus 로고
    • Constrained dynamic programming with two discount factors: Applications and an algorithm
    • Feinberg, E., &: Shwartz, A. (1999). Constrained dynamic programming with two discount factors: Applications and an algorithm. IEEE Transactions on Automatic Control, 44, 628-630.
    • (1999) IEEE Transactions on Automatic Control , vol.44 , pp. 628-630
    • Feinberg, E.1    Shwartz, A.2
  • 15
    • 0000096680 scopus 로고
    • Mean-risk analysis with risk associated with below-target returns
    • Fishburn, P. C. (1977). Mean-risk analysis with risk associated with below-target returns. American Economics Review, 67(2), 116-126.
    • (1977) American Economics Review , vol.67 , Issue.2 , pp. 116-126
    • Fishburn, P.C.1
  • 16
    • 0000581072 scopus 로고
    • The introduction of risk into a programming model
    • Freund, R. (1956). The introduction of risk into a programming model. Econometrica, 21, 253-263.
    • (1956) Econometrica , vol.21 , pp. 253-263
    • Freund, R.1
  • 22
    • 0008840793 scopus 로고
    • Risk-sensitive planning with probabilistic decision graphs
    • Doyle, J., Sandewall, E., & Torasso, P. (Eds.), San Francisco, California. Morgan Kaufmann
    • Koenig, S., & Simmons, R. G. (1994). Risk-sensitive planning with probabilistic decision graphs. In Doyle, J., Sandewall, E., & Torasso, P. (Eds.), KR'94: Principles of Knowledge Representation and Reasoning, pp. 363-373, San Francisco, California. Morgan Kaufmann.
    • (1994) KR'94: Principles of Knowledge Representation and Reasoning , pp. 363-373
    • Koenig, S.1    Simmons, R.G.2
  • 23
    • 0028566295 scopus 로고
    • An algorithm for probabilistic least-commitment planning
    • Kushmerick, N., Hanks, S., & Weld, D. S. (1994). An algorithm for probabilistic least-commitment planning.. In AAAI, pp. 1073-1078.
    • (1994) AAAI , pp. 1073-1078
    • Kushmerick, N.1    Hanks, S.2    Weld, D.S.3
  • 24
    • 0036591952 scopus 로고    scopus 로고
    • Optimal operation of distillation processes under uncertain inflows accumulated in a feed tank
    • Li, P., Wendt, M., Arellano-Garcia, & Wozny, G. (2002). Optimal operation of distillation processes under uncertain inflows accumulated in a feed tank. AIChe Journal, 48, 1198-1211.
    • (2002) AIChe Journal , vol.48 , pp. 1198-1211
    • Li, P.1    Wendt, M.2    Arellano-Garcia3    Wozny, G.4
  • 26
    • 1142280944 scopus 로고    scopus 로고
    • Risk-averse auction agents
    • Liu, Y., Goodwin, R., & Koenig, S. (2003b). Risk-averse auction agents.. In AAMAS, pp. 353-360.
    • (2003) AAMAS , pp. 353-360
    • Liu, Y.1    Goodwin, R.2    Koenig, S.3
  • 27
  • 29
    • 0036832952 scopus 로고    scopus 로고
    • Risk-sensitive reinforcement learning
    • Mihatsch, O., & Neuneier, R. (2002). Risk-sensitive reinforcement learning. Machine Learning, 49(2-3), 267-290.
    • (2002) Machine Learning , vol.49 , Issue.2-3 , pp. 267-290
    • Mihatsch, O.1    Neuneier, R.2
  • 30
    • 84899024446 scopus 로고    scopus 로고
    • Risk-sensitive reinforcement learning
    • Michael S. Kearns, Sara A. Solla, D. A. C. (Ed.), MIT Press
    • Neuneier, R., & Mihatsch, O. (1999). Risk-sensitive reinforcement learning. In Michael S. Kearns, Sara A. Solla, D. A. C. (Ed.), Advances in Neural Information Processing Systems, Vol. 11. MIT Press.
    • (1999) Advances in Neural Information Processing Systems , vol.11
    • Neuneier, R.1    Mihatsch, O.2
  • 32
    • 0001567393 scopus 로고
    • Safety first and the holding of assets
    • Roy, A. D. (1952). Safety first and the holding of assets. Econometrica, 20(3), 431-449.
    • (1952) Econometrica , vol.20 , Issue.3 , pp. 431-449
    • Roy, A.D.1
  • 36
    • 0028497630 scopus 로고
    • Asynchronous stochastic approximation and Q-learning
    • Tsitsiklis, J. N. (1994). Asynchronous stochastic approximation and Q-learning. Machine Learning, 16(3), 185-202.
    • (1994) Machine Learning , vol.16 , Issue.3 , pp. 185-202
    • Tsitsiklis, J.N.1
  • 38
    • 34249833101 scopus 로고
    • Q-learning
    • Special Issue on Reinforcement Learning
    • Watkins, C. J. C. H., & Dayan, P. (1992). Q-learning. Machine Learning, 5(3/4). Special Issue on Reinforcement Learning.
    • (1992) Machine Learning , vol.5 , Issue.3-4
    • Watkins, C.J.C.H.1    Dayan, P.2
  • 39
    • 0037166997 scopus 로고    scopus 로고
    • Non-linear chance constrained process optimization under uncertainty
    • Wendt, M., Li, P., & Wozny, G. (2002). Non-linear chance constrained process optimization under uncertainty. Ind. Eng. Chem. Res., 21, 3621-3629.
    • (2002) Ind. Eng. Chem. Res. , vol.21 , pp. 3621-3629
    • Wendt, M.1    Li, P.2    Wozny, G.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.