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Algorithms for various cost criteria in Reinforcement Learning

Series: Ph.D. Colloquium

Speaker: Soumyajit Guin, Ph.D (Engg.) student Dept of CSA

Date/Time: Nov 11 11:00:00

Location: CSA Auditorium, (Room No. 104, Ground Floor)

Faculty Advisor: Prof. Shalabh Bhatnagar

Abstract:
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.