On tight bounds for function approximation error in risk-sensitive reinforcement learning
DOI10.1016/J.SYSCONLE.2021.104899zbMATH Open1478.91064OpenAlexW3149920308MaRDI QIDQ2243003FDOQ2243003
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 controlstochastic systemsfunction approximationeigenvalue perturbationPerron-Frobenius eigenvaluerisk-sensitive reinforcement learning
Learning and adaptive systems in artificial intelligence (68T05) Decision theory (91B06) Optimal stochastic control (93E20)
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