Primal-Dual Stochastic Mirror Descent for MDPs.
Daniil TiapkinAlexander V. GasnikovPublished in: AISTATS (2022)
Keyphrases
- primal dual
- linear programming
- affine scaling
- markov decision processes
- linear program
- interior point methods
- linear programming problems
- interior point algorithm
- convex optimization
- approximation algorithms
- convergence rate
- reinforcement learning
- semidefinite programming
- algorithm for linear programming
- simplex algorithm
- variational inequalities
- interior point
- simplex method
- convex programming
- infeasible interior point
- convex optimization problems
- valid inequalities
- finite horizon
- optimal policy
- state space
- np hard
- optimal solution
- dual formulation
- duality gap
- convex functions
- markov decision process
- feasible solution
- special case
- objective function