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Convergence and optimality of policy gradient primal-dual method for constrained Markov decision processes.
Dongsheng Ding
Kaiqing Zhang
Tamer Basar
Mihailo R. Jovanovic
Published in:
ACC (2022)
Keyphrases
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markov decision processes
dynamic programming
cost function
state space
linear programming
optimal solution
primal dual
convergence rate
average reward
computational complexity
support vector machine
mathematical model
linear program
finite state
negative matrix factorization