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Risk-Aware Continuous Control with Neural Contextual Bandits

In this paper, we propose a risk-aware decision-making framework for contextual bandit problems, accommodating constraints and continuous action spaces.

Information

Recent advances in learning techniques have garnered attention for their applicability to a diverse range of real-world sequential decision-making problems. Yet, many practical applications have critical constraints for operation in real environments. Most learning solutions often neglect the risk of failing to meet these constraints, hindering their implementation in real-world contexts. In this paper, we propose a risk-aware decision-making framework for contextual bandit problems, accommodating constraints and continuous action spaces.

https://arxiv.org/html/2312.09961v1

Author/Speaker/Contributor

Jose A. Ayala-Romero, Andres Garcia-Saavedra, and Xavier Costa-Perez

Event/Publication

15th December 2023