Provably Efficient Primal-Dual Reinforcement Learning for CMDPs with Non-stationary Objectives and Constraints.
Yuhao DingJavad LavaeiPublished in: CoRR (2022)
Keyphrases
- non stationary
- primal dual
- linear programming problems
- reinforcement learning
- convex optimization
- linear programming
- interior point methods
- adaptive algorithms
- interior point algorithm
- dynamic programming
- approximation algorithms
- convergence rate
- affine scaling
- algorithm for linear programming
- multiple objectives
- linear program
- worst case
- constrained optimization
- global constraints
- simplex method
- simplex algorithm
- computationally intensive
- semidefinite programming
- multi objective
- evolutionary algorithm
- interior point
- video sequences
- objective function
- learning algorithm