A stochastic trust-region framework for policy optimization

DOI10.4208/JCM.2104-M2021-0007OpenAlexW2990109857MaRDI QIDQ5096136FDOQ5096136

Authors: Mingming Zhao, Yongfeng Li, Zaiwen Wen 

Publication date: 15 August 2022

Published in: Journal of Computational Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1911.11640

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zbMATH Keywords

global convergencedeep reinforcement learningpolicy optimizationentropy controlstochastic trust region method

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Stochastic programming (90C15) Markov and semi-Markov decision processes (90C40) Optimal stochastic control (93E20)

Cites Work

• Title not available (Why is that?)
• Optimization theory and methods. Nonlinear programming
• Stochastic optimization using a trust-region method and random models
• Convergence of trust-region methods based on probabilistic models
• Global Convergence of Policy Gradient Methods to (Almost) Locally Optimal Policies
• Title not available (Why is that?)

Cited In (2)

• A Stochastic Composite Augmented Lagrangian Method for Reinforcement Learning
• Title not available (Why is that?)

Uses Software

• OpenAI Gym

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