Borkar, V. S. (2005) An actor-critic algorithm for constrained markov decision processes Systems & Control Letters, 54 (3). pp. 207-213. ISSN 0167-6911
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Official URL: http://linkinghub.elsevier.com/retrieve/pii/S01676...
Related URL: http://dx.doi.org/10.1016/j.sysconle.2004.08.007
Abstract
An actor-critic type reinforcement learning algorithm is proposed and analyzed for constrained controlled Markov decision processes. The analysis uses multiscale stochastic approximation theory and the envelope theorem' of mathematical economics.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Elsevier Science. |
| Keywords: | Actor-critic Algorithms; Reinforcement Learning; Constrained Markov Decision Processes; Stochastic Approximation; Envelope Theorem |
| ID Code: | 5285 |
| Deposited On: | 18 Oct 2010 08:32 |
| Last Modified: | 20 May 2011 08:53 |
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