Variance-constrained actor-critic algorithms for discounted and average reward MDPs (Q1689603)

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Variance-constrained actor-critic algorithms for discounted and average reward MDPs
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    Variance-constrained actor-critic algorithms for discounted and average reward MDPs (English)
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    12 January 2018
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    Markov decision process (MDP)
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    reinforcement learning (RL)
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    risk sensitive RL
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    actor-critic algorithms
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    multi-time-scale stochastic approximation
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    simultaneous perturbation stochastic approximation (SPSA)
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    smoothed functional (SF)
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