A Reinforcement Learning Look at Risk-Sensitive Linear Quadratic Gaussian Control

Leilei Cui 0002, Tamer Basar, Zhong-Ping Jiang. A Reinforcement Learning Look at Risk-Sensitive Linear Quadratic Gaussian Control. In Nikolai Matni, Manfred Morari, George J. Pappas, editors, Learning for Dynamics and Control Conference, L4DC 2023, 15-16 June 2023, Philadelphia, PA, USA. Volume 211 of Proceedings of Machine Learning Research, pages 534-546, PMLR, 2023. [doi]

Abstract

Abstract is missing.