An online actor-critic algorithm with function approximation for constrained Markov decision processes
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Publication:438776
DOI10.1007/s10957-012-9989-5zbMath1262.90189MaRDI QIDQ438776
Publication date: 31 July 2012
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-012-9989-5
function approximation; actor critic algorithm; constrained Markov decision process; long-run average cost criterion
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
90C40: Markov and semi-Markov decision processes