Efficient Global Planning in Large MDPs via Stochastic Primal-Dual Optimization.
Gergely NeuNneka OkoloPublished in: ALT (2023)
Keyphrases
- primal dual
- stochastic domains
- linear programming
- affine scaling
- interior point methods
- convex optimization
- algorithm for linear programming
- convex programming
- linear program
- line search
- interior point algorithm
- convergence rate
- markov decision processes
- approximation algorithms
- convex optimization problems
- linear programming problems
- interior point
- saddle point
- simplex algorithm
- semidefinite programming
- variational inequalities
- state space
- genetic algorithm
- optimization problems
- augmented lagrangian method
- natural images