Actor-critic algorithms for hierarchical Markov decision processes
DOI10.1016/J.AUTOMATICA.2005.12.010zbMATH Open1102.93043OpenAlexW2027220971MaRDI QIDQ856510FDOQ856510
Authors: Shalabh Bhatnagar, J. Ranjan Panigrahi 
Publication date: 7 December 2006
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2005.12.010
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stochastic approximationhierarchical decision makingoptimal controllearning algorithmsMarkov decision processes
Stochastic systems in control theory (general) (93E03) Optimal stochastic control (93E20) Stochastic learning and adaptive control (93E35)
Cites Work
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- Multivariate stochastic approximation using a simultaneous perturbation gradient approximation
- OnActor-Critic Algorithms
- Actor-Critic--Type Learning Algorithms for Markov Decision Processes
- Asynchronous stochastic approximation and Q-learning
- Two-timescale simultaneous perturbation stochastic approximation using deterministic perturbation sequences
- A Simultaneous Perturbation Stochastic Approximation-Based Actor–Critic Algorithm for Markov Decision Processes
- A one-measurement form of simultaneous perturbation stochastic approximation
- Between MDPs and semi-MDPs: A framework for temporal abstraction in reinforcement learning
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- Multitime scale markov decision processes
- Multilayer control of large Markov chains
Cited In (7)
- Recent advances in hierarchical reinforcement learning
- Actor-Critic--Type Learning Algorithms for Markov Decision Processes
- An Actor-Critic Algorithm With Second-Order Actor and Critic
- Multi-actor mechanism for actor-critic reinforcement learning
- An actor-critic algorithm for constrained Markov decision processes
- Reinforcement learning based algorithms for average cost Markov decision processes
- Title not available (Why is that?)
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