Achieving Zero Constraint Violation for Constrained Reinforcement Learning via Primal-Dual Approach.
Qinbo BaiAmrit Singh BediMridul AgarwalAlec KoppelVaneet AggarwalPublished in: CoRR (2021)
Keyphrases
- primal dual
- saddle point
- reinforcement learning
- linear programming
- affine scaling
- convex optimization
- interior point methods
- convergence rate
- variational inequalities
- constraint violations
- approximation algorithms
- algorithm for linear programming
- linear program
- semidefinite programming
- linear programming problems
- simplex algorithm
- penalty function
- interior point algorithm
- hard constraints
- convex constraints
- constrained problems
- duality gap
- state space
- simplex method
- interior point
- convex programming
- learning algorithm
- dynamic programming
- dual formulation
- linear constraints
- inequality constraints
- soft constraints
- model free
- global constraints
- integer programming
- optimal policy
- upper bound