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A Policy Gradient Algorithm for the Risk-Sensitive Exponential Cost MDP.

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Title: A Policy Gradient Algorithm for the Risk-Sensitive Exponential Cost MDP.
Authors: Moharrami, Mehrdad1 (AUTHOR) moharami@uiowa.edu, Murthy, Yashaswini2 (AUTHOR) ymurthy2@illinois.edu, Roy, Arghyadip3 (AUTHOR) arghyadip@iitg.ac.in, Srikant, R.2 (AUTHOR) rsrikant@illinois.edu
Source: Mathematics of Operations Research (INFORMS). Feb2025, Vol. 50 Issue 1, p431-458. 28p.
Database: Business Source Ultimate
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ISSN:0364765X
DOI:10.1287/moor.2022.0139