On tight bounds for function approximation error in risk-sensitive reinforcement learning

DOI10.1016/j.sysconle.2021.104899zbMath1478.91064OpenAlexW3149920308MaRDI 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

zbMATH Keywords

stochastic optimal controlstochastic systemsPerron-Frobenius eigenvaluefunction approximationeigenvalue perturbationrisk-sensitive reinforcement learning

Mathematics Subject Classification ID

Decision theory (91B06) Learning and adaptive systems in artificial intelligence (68T05) Optimal stochastic control (93E20)

Cites Work

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• Risk-Sensitive Optimal Control for Markov Decision Processes with Monotone Cost
• Q-Learning for Risk-Sensitive Control
• Inequalities
• A sensitivity formula for risk-sensitive cost and the actor-critic algorithm

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