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Convergence and sample complexity of natural policy gradient primal-dual methods for constrained MDPs.
Dongsheng Ding
Kaiqing Zhang
Jiali Duan
Tamer Basar
Mihailo R. Jovanovic
Published in:
CoRR (2022)
Keyphrases
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primal dual
sample complexity
linear programming
theoretical analysis
markov decision processes
convergence rate
convex optimization
machine learning
reinforcement learning
pairwise
active learning
cross validation
linear program
optimization methods
optimal control
approximation methods