TY - BOOK AU - Guin, Soumyajit AU - Advised by Bhatnagar, Shalabh TI - Algorithms for various cost criteria in reinforcement learning U1 - 006.31 PY - 2025/// CY - Bangalore : PB - Indian Institute of Science KW - Reinforcement Learning KW - Algorithms KW - Finite Horizon KW - Risk-Sensitive Cost KW - Discounted Cost KW - Critic-Actor Algorithm KW - Convergence N1 - Includes bibliographical references; PhD;2025;Computer Science and Automation N2 - In this thesis we will look at various Reinforcement Learning algorithms. We will look at algorithms for various cost criteria or reward objectives namely Finite Horizon, Discounted Cost, Risk-Sensitive Cost. For Finite Horizon and Risk-Sensitive Cost we derive the policy gradient, and for Discounted Cost we propose a new algorithm called Critic-Actor. We analyze and prove the convergence for all the proposed algorithms. We also analyze the empirical performance of our algorithms through numerical experiments. UR - https://etd.iisc.ac.in/handle/2005/6892 ER -