Distributionally-Constrained Policy Optimization via Unbalanced Optimal Transport.
Arash GivchiPei WangJunqi WangPatrick ShaftoPublished in: CoRR (2021)
Keyphrases
- optimal design
- joint optimization
- optimization algorithm
- asymptotically optimal
- markov decision
- dynamic programming
- concave convex procedure
- transport systems
- approximately optimal
- optimal selection
- state dependent
- finding optimal
- optimal solution
- stochastic programming
- infinite horizon
- allocation policy
- simultaneous optimization
- optimal policy
- optimization problems
- robust optimization
- lagrange multipliers
- expected cost
- control policy
- stochastic demand
- optimization process