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SYSTEMS AND METHODS FOR RISK-SENSITIVE REINFORCEMENT LEARNING
SYSTEMS AND METHODS FOR RISK-SENSITIVE REINFORCEMENT LEARNING
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机译:风险敏感强化学习的系统和方法
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摘要
Systems and methods for risk-sensitive reinforcement learning are disclosed. In one embodiment, a method for a method for training a risk-sensitive reinforcement learning policy may include: (1) receiving, from a data source, a plurality of sets of training data for a plurality of time steps; (2) receiving a training budget comprising a plurality of episodes, a risk aversion coefficient, and an end state; and (3) calculating a correction factor using the training data. The correction factor may minimize stochasticity based on a risk aversion coefficient.
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