Risk-sensitive reinforcement learning algorithms with generalized average criterion

DOI10.1007/S10483-007-0313-XzbMath1231.90376OpenAlexW2074602376MaRDI QIDQ940247

Fei Zhao, Chang-Ming Yin, Han-xing Wang

Publication date: 1 September 2008

Published in: Applied Mathematics and Mechanics. (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10483-007-0313-x

zbMATH Keywords

algorithmconvergencereinforcement learningrisk-sensitivegeneralized average

Mathematics Subject Classification ID

Computational learning theory (68Q32) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

Cites Work

• Unnamed Item
• Fast online \(Q(\lambda)\)
• \({\mathcal Q}\)-learning
• The Value Iteration Algorithm in Risk-Sensitive Average Markov Decision Chains with Finite State Space

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