Risk-Sensitive Reinforcement Learning via Policy Gradient Search

Prashanth L.A., Michael C. Fu

Risk-Sensitive Reinforcement Learning via Policy Gradient Search
Foundations and Trends in Machine Learning, Vol. 15: No. 5, pp 537-693, 2022
[Flyer] [Book page] [pdf]

Stochastic Recursive Algorithms for Optimization:

Simultaneous Perturbation Methods

S. Bhatnagar, H.L. Prasad, L.A. Prashanth

Stochastic Recursive Algorithms for Optimization: Simultaneous Perturbation Methods
Series: Lecture Notes in Control and Information Sciences, Vol. 434, 302 pages, 2013
[Flyer] [Springer book page] [Read online on SpringerLink]
[Front Matter (Preface + TOC)] [Sample Chapter (Introduction)]

Trivia

  • SPSA Wiki lists our book as comprehensive reference text!

  • NIPS 2012 tutorial on Stochastic Search and Optimization by James Spall links to our book [Youtube Video]

  • According to the data from Springer, our book received more than 10,000 downloads by the end of 2014!