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20142025
most citedOn TD(0) with function approximation: Concentration bounds and a centered variant with exponential convergence

24 citations · 37 across the 10 of their papers we have counts for

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Showing 2023Show all

2 papers · 1 filter

cs.LG2023

Optimization of utility-based shortfall risk: A non-asymptotic viewpoint

Sumedh Gupte, Prashanth L. A., Sanjay P. Bhat

We consider the problems of estimation and optimization of utility-based shortfall risk (UBSR), which is a popular risk measure in finance. In the context of UBSR estimation, we de…

cs.LG2023

A Cubic-regularized Policy Newton Algorithm for Reinforcement Learning

Mizhaan Prajit Maniyar, Akash Mondal, Prashanth L. A. +1

We consider the problem of control in the setting of reinforcement learning (RL), where model information is not available. Policy gradient algorithms are a popular solution approa…