Online Markov decision processes

DOI10.1287/MOOR.1090.0396MaRDI QIDQ3169063zbMATH OpenOpenAlexFDO

Authors Eyal Even-Dar, Sham M. Kakade, Yishay Mansour

Publication date 27 April 2011

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/5e838b1d5a0dc3454dad082b2ca6b9bf301bd25c

zbMATH Keywords

Markov decision processno-regret algorithms

Mathematics Subject Classification ID

Computational learning theory (68Q32) Learning and adaptive systems in artificial intelligence (68T05) Markov and semi-Markov decision processes (90C40)

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• A payoff-based policy gradient method in stochastic games with long-run average payoffs
• Convergence of natural policy gradient for a family of infinite-state queueing MDPs
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• Convergence and sample complexity of natural policy gradient primal-dual methods for constrained MDPs
• Policy optimization over general state and action spaces
• Policy optimization for CMDPs with bandit feedback: best-of-both-worlds and beyond
• Online regret bounds for Markov decision processes with deterministic transitions

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