Separated Proportional-Integral Lagrangian for Chance Constrained Reinforcement Learning.
Baiyu PengYao MuJingliang DuanYang GuanShengbo Eben LiJianyu ChenPublished in: IV (2021)
Keyphrases
- chance constrained
- reinforcement learning
- stochastic programming
- robust optimization
- knapsack problem
- reverse logistics
- computationally tractable
- chance constraints
- chance constrained programming
- multistage
- optimal policy
- third party
- optimal solution
- markov decision processes
- linear program
- state space
- particle swarm optimization
- dynamic programming
- mathematical programming
- lot sizing
- adaptive control
- markov decision process
- learning algorithm
- machine learning