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math.OC2023★ 2 cited
A Fisher-Rao gradient flow for entropy-regularised Markov decision processes in Polish spaces
Bekzhan Kerimkulov, James-Michael Leahy, David Siska +2
We study the global convergence of a Fisher-Rao policy gradient flow for infinite-horizon entropy-regularised Markov decision processes with Polish state and action space. The flow…
math.OC2022★ 1 cited
Convergence of Policy Gradient for Entropy Regularized MDPs with Neural Network Approximation in the Mean-Field Regime
Bekzhan Kerimkulov, James-Michael Leahy, David Šiška +1
We study the global convergence of policy gradient for infinite-horizon, continuous state and action space, and entropy-regularized Markov decision processes (MDPs). We consider a…