Stochastic Approximation for Risk-Aware Markov Decision Processes
From MaRDI portal
Publication:4990181
DOI10.1109/TAC.2020.2989702MaRDI QIDQ4990181
Wenjie Huang, William B. Haskell
Publication date: 28 May 2021
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1805.04238
Related Items (3)
Randomized smoothing variance reduction method for large-scale non-smooth convex optimization ⋮ Risk-averse autonomous systems: a brief history and recent developments from the perspective of optimal control ⋮ Robbins-Monro algorithm with \(\psi\)-mixing random errors
This page was built for publication: Stochastic Approximation for Risk-Aware Markov Decision Processes