Pages that link to "Item:Q616967"
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The following pages link to An actor-critic algorithm with function approximation for discounted cost constrained Markov decision processes (Q616967):
Displaying 15 items.
- A constrained optimization perspective on actor-critic algorithms and application to network routing (Q286519) (← links)
- Constrained Markov decision processes with first passage criteria (Q363565) (← links)
- An online actor-critic algorithm with function approximation for constrained Markov decision processes (Q438776) (← links)
- The Borkar-Meyn theorem for asynchronous stochastic approximations (Q553371) (← links)
- Actor-critic algorithms for hierarchical Markov decision processes (Q856510) (← links)
- Variance-constrained actor-critic algorithms for discounted and average reward MDPs (Q1689603) (← links)
- Smoothed functional-based gradient algorithms for off-policy reinforcement learning: a non-asymptotic viewpoint (Q2242923) (← links)
- An actor-critic algorithm for constrained Markov decision processes (Q2504518) (← links)
- A convergent online single time scale actor critic algorithm (Q2896031) (← links)
- Risk-Constrained Reinforcement Learning with Percentile Risk Criteria (Q4558492) (← links)
- A new approximate dynamic programming algorithm based on an actor–critic framework for optimal control of alkali–surfactant–polymer flooding (Q5059277) (← links)
- Risk-Sensitive Reinforcement Learning via Policy Gradient Search (Q5102286) (← links)
- Global Convergence of Policy Gradient Methods to (Almost) Locally Optimal Policies (Q5139670) (← links)
- On the sample complexity of actor-critic method for reinforcement learning with function approximation (Q6134324) (← links)
- Recent advances in reinforcement learning in finance (Q6146668) (← links)
