Natural Policy Gradient Primal-Dual Method for Constrained Markov Decision Processes

no code implementations • NeurIPS 2020 • Dongsheng Ding, Kaiqing Zhang, Tamer Basar, Mihailo Jovanovic

To the best of our knowledge, our work is the first to establish non-asymptotic convergence guarantees of policy-based primal-dual methods for solving infinite-horizon discounted CMDPs.

Decision Making