A Two-Time-Scale Stochastic Optimization Framework with Applications in Control and Reinforcement Learning.

Sihan Zeng Thinh T. Doan Justin Romberg

Published in: CoRR (2021)

Keyphrases

stochastic optimization
reinforcement learning
control system
machine learning
theoretical framework
multistage
function approximation
optimal control
learning algorithm
feature space
dynamic programming
linear programming