Approximate Dynamic Programming with Feasibility Guarantees.

Alexander Engelmann Maísa Beraldo Bandeira Timm Faulwasser

Published in: CoRR (2023)

Keyphrases

approximate dynamic programming
linear program
stochastic dynamic programming
reinforcement learning
dynamic programming
step size
factored mdps
average cost
objective function
linear programming
control policy
optimal solution
markov decision processes
initial state