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

Erfaun Noorani, John S. Baras. Risk-sensitive REINFORCE: A Monte Carlo Policy Gradient Algorithm for Exponential Performance Criteria. In 60th IEEE Conference on Decision and Control, CDC 2021, Austin, TX, USA, December 14-17, 2021. pages 1522-1527, IEEE, 2021. [doi]

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Erfaun Noorani

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John S. Baras

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