Model-Based Chance-Constrained Reinforcement Learning via Separated Proportional-Integral Lagrangian.
Baiyu PengJingliang DuanJianyu ChenShengbo Eben LiGenjin XieCongsheng ZhangYang GuanYao MuEnxin SunPublished in: IEEE Trans. Neural Networks Learn. Syst. (2024)
Keyphrases
- chance constrained
- reinforcement learning
- stochastic programming
- robust optimization
- knapsack problem
- chance constrained programming
- computationally tractable
- reverse logistics
- chance constraints
- optimal solution
- multistage
- linear program
- markov decision processes
- state space
- optimal control
- third party
- machine learning
- optimal policy
- dynamic programming
- expert systems
- genetic algorithm