Q-Learning for Risk-Sensitive Control
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(23)- A learning algorithm for risk-sensitive cost
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- Stochastic approximation and reinforcement learning: the interface and a little beyond
- Empirical dynamic programming
- Oja's algorithm for graph clustering, Markov spectral decomposition, and risk sensitive control
- Risk-sensitive reinforcement learning
- New algorithms of the Q-learning type
- Risk-constrained reinforcement learning with percentile risk criteria
- Distributional Off-Policy Evaluation in Reinforcement Learning
- scientific article; zbMATH DE number 7370555 (Why is no real title available?)
- Risk-averse autonomous systems: a brief history and recent developments from the perspective of optimal control
- Risk-averse policy optimization via risk-neutral policy optimization
- Risk-sensitive reinforcement learning algorithms with generalized average criterion
- Error analysis for approximate CVaR-optimal control with a maximum cost
- A sensitivity formula for risk-sensitive cost and the actor-critic algorithm
- Markov decision processes with risk-sensitive criteria: an overview
- scientific article; zbMATH DE number 2243395 (Why is no real title available?)
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