A Convex Optimization Approach to Dynamic Programming in Continuous State and Action Spaces.
Insoon YangPublished in: CoRR (2018)
Keyphrases
- convex optimization
- continuous state and action spaces
- dynamic programming
- reinforcement learning
- markov decision problems
- continuous state
- action selection
- low rank
- state space
- linear programming
- convex relaxation
- total variation
- markov decision processes
- convex optimization problems
- policy search
- function approximation
- function approximators
- sparse approximation
- partially observable markov decision processes
- multistage
- optimal policy
- hyperplane