Policy Gradients for CVaR-Constrained MDPs

DOI10.1007/978-3-319-11662-4_12zbMath1432.68397arXiv1405.2690OpenAlexW51049863MaRDI QIDQ2938730

L. A. Prashanth

Publication date: 14 January 2015

Published in: Lecture Notes in Computer Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1405.2690

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Learning and adaptive systems in artificial intelligence (68T05) Markov and semi-Markov decision processes (90C40) Portfolio theory (91G10)

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SAMBA: safe model-based \& active reinforcement learning ⋮ Risk-Sensitive Reinforcement Learning via Policy Gradient Search

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