Reinventing Policy Iteration under Time Inconsistency.
Nixie S. LesmanaHuangyuan SuChi Seng PunPublished in: Trans. Mach. Learn. Res. (2022)
Keyphrases
- policy iteration
- markov decision processes
- model free
- reinforcement learning
- optimal policy
- fixed point
- least squares
- sample path
- infinite horizon
- markov decision process
- temporal difference
- average reward
- linear programming
- finite state
- policy evaluation
- optimal control
- state space
- dynamic programming
- discounted reward
- reward function
- convergence rate
- average cost
- decision making
- neural network