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