Primal-Dual Regression Approach for Markov Decision Processes with General State and Action Spaces
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Publication:6198082
DOI10.1137/22m1526010arXiv2210.00258MaRDI QIDQ6198082
John G. M. Schoenmakers, Denis Belomestny
Publication date: 20 February 2024
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2210.00258
Markov decision processesreinforcement learningdual representationpseudo regressionStein control functionals
Nonparametric regression and quantile regression (62G08) Monte Carlo methods (65C05) Markov and semi-Markov decision processes (90C40)
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