scientific article; zbMATH DE number 5957388

zbMATH Open1222.93210MaRDI QIDQ3174029FDOQ3174029

Authors: Shalabh Bhatnagar, Vivek Borkar, Madhukar Akarapu 

Publication date: 12 October 2011

Full work available at URL: http://www.jmlr.org/papers/v7/bhatnagar06a.html

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zbMATH Keywords

Markov decision processesreinforcement learningoptimal control conditioned on a rare eventsimulation based algorithmsSPSA with deterministic perturbations

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic systems in control theory (general) (93E03)

Cited In (2)

• Risk-Sensitive Reinforcement Learning via Policy Gradient Search
• Performance analysis conditioned on rare events: an adaptive simulation scheme

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