A sensitivity formula for risk-sensitive cost and the actor-critic algorithm (Q5958425): Difference between revisions

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+Multiplicative ergodicity and large deviations for an irreducible Markov chain.
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+Risk sensitive control of finite state Markov chains in discrete time, with applications to portfolio management
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+Stochastic approximation with two time scales
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+The O.D.E. Method for Convergence of Stochastic Approximation and Reinforcement Learning
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+Risk-Sensitive Optimal Control for Markov Decision Processes with Monotone Cost
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+https://doi.org/10.1016/s0167-6911(01)00152-9
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+Publication:5958425