Risk-averse auction agents

By Yaxin Liu, R. Goodwin, Sven Koenig. 2003

24 citations recorded by the source corpus.

How researchers see this paper

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Variational Bayesian Reinforcement Learning with Regret Bounds (2018, background): “k-averse and has been studied extensively in the literature on safety and risk-averse reinforcement learning (Howard and Matheson, 1972; Pratt, 1975; Marcus et al., 1997; Mihatsch and Neuneier, 2002; Liu et al., 2003; Maddison et al., 2017). It becomes risk-neutral in the limit of ˝!0. In this paper”
A comprehensive survey on safe reinforcement learning (2015, background): “From a more practical point of view, Liu et al. (2003) use an exponential function in the context of auction agents.”
Risk-Sensitive Reinforcement Learning Applied to Control under Constraints (2005, unknown): “In risk-sensitive con-trol based on the use of exponential utility functions (e.g. Liu, Goodwin, & Koenig, 2003a; Koenig & Simmons, 1994; Liu, Goodwin, & Koenig, 2003b; Borkar, 2002), the return R is transformed so as to reﬂect a subjective measure of utility.”