Separated Proportional-Integral Lagrangian for Chance Constrained Reinforcement Learning.
Baiyu PengYao MuJingliang DuanYang GuanShengbo Eben LiJianyu ChenPublished in: CoRR (2021)
Keyphrases
- chance constrained
- reinforcement learning
- stochastic programming
- robust optimization
- knapsack problem
- computationally tractable
- multistage
- chance constrained programming
- reverse logistics
- chance constraints
- state space
- markov decision processes
- optimal control
- dynamic programming
- learning algorithm
- linear program
- optimal solution
- third party
- optimal policy
- network design
- supply chain