Title
Inverse Risk-Sensitive Reinforcement Learning
Abstract
This work addresses the problem of <italic xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">inverse reinforcement learning</italic> in Markov decision processes where the decision-making agent is <italic xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">risk-sensitive</italic> . In particular, a risk-sensitive reinforcement learning algorithm with convergence guarantees that makes use of coherent risk metrics and models of human decision-making which have their origins in behavioral psychology and economics is presented. The risk-sensitive reinforcement learning algorithm provides the theoretical underpinning for a gradient-based inverse reinforcement learning algorithm that seeks to minimize a loss function defined on the observed behavior. It is shown that the gradient of the loss function with respect to the model parameters is well defined and computable via a contraction map argument. Evaluation of the proposed technique is performed on a <italic xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">Grid World</italic> example, a canonical benchmark problem.
Year
DOI
Venue
2020
10.1109/TAC.2019.2926674
IEEE Transactions on Automatic Control
Keywords
Field
DocType
Autonomous systems,Markov processes,optimization,reinforcement learning
Inverse,Markov decision process,Inverse reinforcement learning,Artificial intelligence,Behavioral economics,Travel time,Grid,Machine learning,Mathematics,Reinforcement learning
Journal
Volume
Issue
ISSN
65
3
0018-9286
Citations 
PageRank 
References 
2
0.38
13
Authors
2
Name
Order
Citations
PageRank
Lillian J. Ratliff18723.32
Eric Mazumdar2137.50