On tight bounds for function approximation error in risk-sensitive reinforcement learning
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Publication:2243003
DOI10.1016/j.sysconle.2021.104899zbMath1478.91064MaRDI QIDQ2243003
Prasenjit Karmakar, Shalabh Bhatnagar
Publication date: 10 November 2021
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.sysconle.2021.104899
stochastic optimal control; stochastic systems; Perron-Frobenius eigenvalue; function approximation; eigenvalue perturbation; risk-sensitive reinforcement learning
91B06: Decision theory
68T05: Learning and adaptive systems in artificial intelligence
93E20: Optimal stochastic control
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