Difference of Convex Functions Programming for Reinforcement Learning.

Bilal Piot Matthieu Geist Olivier Pietquin

Published in: NIPS (2014)

Keyphrases

convex functions
reinforcement learning
linear program
objective function
convex programs
exact penalty
convex programming
piecewise linear
convex sets
dc programming
primal dual
learning algorithm
quasiconvex
dynamic programming
machine learning
linear programming
convex optimization