A constrained optimization perspective on actor-critic algorithms and application to network routing

DOI10.1016/J.SYSCONLE.2016.02.020zbMATH Open1338.93403arXiv1507.07984OpenAlexW2962840509MaRDI QIDQ286519FDOQ286519

Authors: L. A. Prashanth, H. L. Prasad, Shalabh, Chandra Prakash 

Publication date: 20 May 2016

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

Abstract: We propose a novel actor-critic algorithm with guaranteed convergence to an optimal policy for a discounted reward Markov decision process. The actor incorporates a descent direction that is motivated by the solution of a certain non-linear optimization problem. We also discuss an extension to incorporate function approximation and demonstrate the practicality of our algorithms on a network routing application.

Full work available at URL: https://arxiv.org/abs/1507.07984

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zbMATH Keywords

constrained optimizationreinforcement learningactor-critic algorithm

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40) Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20)

Cites Work

• Stochastic approximation methods for constrained and unconstrained systems
• Title not available (Why is that?)
• Title not available (Why is that?)
• Natural actor-critic algorithms
• New algorithms of the Q-learning type
• Reinforcement learning based algorithms for average cost Markov decision processes
• OnActor-Critic Algorithms
• Actor-Critic--Type Learning Algorithms for Markov Decision Processes

Cited In (6)

• Controller exploitation-exploration reinforcement learning architecture for computing near-optimal policies
• An online actor-critic algorithm with function approximation for constrained Markov decision processes
• Optimal action criterion and algorithm improvement of real-time dynamic programming
• Scalable $\epsilon$-Optimal Decision-Making and Stochastic Routing in Large Networks via Distributed Supervision of Probabilistic Automata
• On linear and super-linear convergence of natural policy gradient algorithm
• An actor-critic algorithm with function approximation for discounted cost constrained Markov decision processes

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