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]

@inproceedings{NooraniB21,
  title = {Risk-sensitive REINFORCE: A Monte Carlo Policy Gradient Algorithm for Exponential Performance Criteria},
  author = {Erfaun Noorani and John S. Baras},
  year = {2021},
  doi = {10.1109/CDC45484.2021.9683645},
  url = {https://doi.org/10.1109/CDC45484.2021.9683645},
  researchr = {https://researchr.org/publication/NooraniB21},
  cites = {0},
  citedby = {0},
  pages = {1522-1527},
  booktitle = {60th IEEE Conference on Decision and Control, CDC 2021, Austin, TX, USA, December 14-17, 2021},
  publisher = {IEEE},
  isbn = {978-1-6654-3659-5},
}