An actor-critic algorithm for constrained Markov decision processes

DOI10.1016/j.sysconle.2004.08.007zbMath1129.90322OpenAlexW2070570138MaRDI QIDQ2504518

Vivek S. Borkar

Publication date: 25 September 2006

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sysconle.2004.08.007

zbMATH Keywords

stochastic approximationreinforcement learningenvelope theoremactor-critic algorithmsconstrained Markov decision processes

Mathematics Subject Classification ID

Search theory (90B40) Stochastic models in economics (91B70) Economic growth models (91B62)

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Cites Work

• Stochastic approximation with two time scales
• An analysis of temporal-difference learning with function approximation
• OnActor-Critic Algorithms
• Actor-Critic--Type Learning Algorithms for Markov Decision Processes
• Envelope Theorems for Arbitrary Choice Sets
• Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
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