An online actor-critic algorithm with function approximation for constrained Markov decision processes
DOI10.1007/S10957-012-9989-5zbMATH Open1262.90189OpenAlexW2073314543MaRDI QIDQ438776FDOQ438776
Authors: Shalabh Bhatnagar, K. Lakshmanan 
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
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function approximationactor critic algorithmconstrained Markov decision processlong-run average cost criterion
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov and semi-Markov decision processes (90C40)
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Cited In (12)
- Queueing Network Controls via Deep Reinforcement Learning
- Event-based optimization approach for solving stochastic decision problems with probabilistic constraint
- Variance-constrained actor-critic algorithms for discounted and average reward MDPs
- On the sample complexity of actor-critic method for reinforcement learning with function approximation
- Risk-Constrained Reinforcement Learning with Percentile Risk Criteria
- Optimal deterministic controller synthesis from steady-state distributions
- Multiscale Q-learning with linear function approximation
- An actor-critic algorithm for constrained Markov decision processes
- Learning algorithms for finite horizon constrained Markov decision processes
- An actor-critic algorithm with function approximation for discounted cost constrained Markov decision processes
- Suboptimal control for nonlinear systems with disturbance via integral sliding mode control and policy iteration
- An Online Policy Gradient Algorithm for Markov Decision Processes with Continuous States and Actions
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