Reinforcement learning (RL) is one of the foundational pillars of artificial intelligence and machine learning. An important consideration in any optimization or control problem is the notion of risk, but its incorporation into RL has been a fairly recent development. This monograph surveys research on risk-sensitive RL that uses policy gradient search. The authors survey some of the recent work in this area specifically where policy gradient search is the solution approach. In the first risk-sensitive RL setting, they cover popular risk measures based on variance, conditional value at-risk...
Reinforcement learning (RL) is one of the foundational pillars of artificial intelligence and machine learning. An important consideration in any opti...
