Showing 2021 · cs.LGShow all
2 papers · 2 filters
cs.LG2021
Policy Gradient Methods for Distortion Risk Measures
Nithia Vijayan, Prashanth L. A
We propose policy gradient algorithms which learn risk-sensitive policies in a reinforcement learning (RL) framework. Our proposed algorithms maximize the distortion risk measure (…
cs.LG2021
Smoothed functional-based gradient algorithms for off-policy reinforcement learning: A non-asymptotic viewpoint
Nithia Vijayan, Prashanth L. A
We propose two policy gradient algorithms for solving the problem of control in an off-policy reinforcement learning (RL) context. Both algorithms incorporate a smoothed functional…