Risk Aversion in Markov Decision Processes via Near Optimal Chernoff Bounds

Teodor Mihai Moldovan, Pieter Abbeel. Risk Aversion in Markov Decision Processes via Near Optimal Chernoff Bounds. In Peter L. Bartlett, Fernando C. N. Pereira, Christopher J. C. Burges, Léon Bottou, Kilian Q. Weinberger, editors, Advances in Neural Information Processing Systems 25: 26th Annual Conference on Neural Information Processing Systems 2012. Proceedings of a meeting held December 3-6, 2012, Lake Tahoe, Nevada, United States. pages 3140-3148, 2012. [doi]

Abstract

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