Risk-sensitive REINFORCE: A Monte Carlo Policy Gradient Algorithm for Exponential Performance Criteria.

Erfaun Noorani John S. Baras

Published in: CDC (2021)

Keyphrases

monte carlo
importance sampling
risk sensitive
objective function
optimal solution
dynamic programming
markov chain
sufficient conditions
machine learning
bayesian networks
computational complexity
np hard
particle filter
policy gradient
optimality criterion