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Your search keyword '"Constrained optimization"' showing total 1 results
Start Over Descriptor "Constrained optimization" Topic actor-critic algorithm Topic approximation theory Topic mathematical optimization

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1 results on '"Constrained optimization"'

1. A constrained optimization perspective on actor–critic algorithms and application to network routing.

Author

L.A., Prashanth, H.L., Prasad, Bhatnagar, Shalabh, and Chandra, Prakash

Subjects
*MATHEMATICAL optimization, *ALGORITHMS, *STOCHASTIC convergence, *MARKOV processes, *NONLINEAR theories, *APPROXIMATION theory
Abstract

We propose a novel actor–critic algorithm with guaranteed convergence to an optimal policy for a discounted reward Markov decision process. The actor incorporates a descent direction that is motivated by the solution of a certain non-linear optimization problem. We also discuss an extension to incorporate function approximation and demonstrate the practicality of our algorithms on a network routing application. [ABSTRACT FROM AUTHOR]

Published
2016
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