An actor-critic algorithm for constrained Markov decision processes

DOI10.1016/j.sysconle.2004.08.007zbMath1129.90322MaRDI 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 approximation; reinforcement learning; envelope theorem; actor-critic algorithms; constrained Markov decision processes

Mathematics Subject Classification ID

90B40: Search theory

91B70: Stochastic models in economics

91B62: Economic growth models

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