Duality between density function and value function with applications in constrained optimal control and Markov Decision Process.
Yuxiao ChenAaron D. AmesPublished in: CoRR (2019)
Keyphrases
- density function
- optimal control
- markov decision process
- infinite horizon
- reinforcement learning
- dynamic programming
- average cost
- density estimation
- control problems
- mean shift
- probability density function
- finite horizon
- policy iteration
- optimal policy
- production planning
- state space
- control strategy
- markov decision processes
- linear programming
- particle filtering
- learning algorithm
- long run
- higher order
- search algorithm