Risk-Sensitive Reinforcement Learning

Mihatsch and Neuneier. "Risk-Sensitive Reinforcement Learning." Machine Learning, 2002. doi:10.1023/A:1017940631555

[Mihatsch and Neuneier. "Risk-Sensitive Reinforcement Learning." Machine Learning, 2002.](https://mlanthology.org/mlj/2002/mihatsch2002mlj-risksensitive/) doi:10.1023/A:1017940631555

@article{mihatsch2002mlj-risksensitive,
  title     = {{Risk-Sensitive Reinforcement Learning}},
  author    = {Mihatsch, Oliver and Neuneier, Ralph},
  journal   = {Machine Learning},
  year      = {2002},
  pages     = {267-290},
  doi       = {10.1023/A:1017940631555},
  volume    = {49},
  url       = {https://mlanthology.org/mlj/2002/mihatsch2002mlj-risksensitive/}
}