Algorithms for various cost criteria in reinforcement learning /

By: Contributor(s): Material type: TextTextLanguage: en Publication details: Bangalore : Indian Institute of Science, 2025.Description: vii, 75 p. : col. ill. e-Thesis 4.012 MbSubject(s): DDC classification:
  • 006.31 GUI
Online resources: Dissertation note: PhD;2025;Computer Science and Automation Summary: 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.
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Thesis Thesis JRD Tata Memorial Library 006.31 GUI (Browse shelf(Opens below)) Link to resource Not for loan ET00902

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PhD;2025;Computer Science and Automation

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.

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