20 citations · 38 across the 14 of their papers we have counts for
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math.OC2021★ 1 cited
Finite-Time Complexity of Online Primal-Dual Natural Actor-Critic Algorithm for Constrained Markov Decision Processes
Sihan Zeng, Thinh T. Doan, Justin Romberg
We consider a discounted cost constrained Markov decision process (CMDP) policy optimization problem, in which an agent seeks to maximize a discounted cumulative reward subject to…
math.OC2021★ 2 cited
A Two-Time-Scale Stochastic Optimization Framework with Applications in Control and Reinforcement Learning
Sihan Zeng, Thinh T. Doan, Justin Romberg
We study a new two-time-scale stochastic gradient method for solving optimization problems, where the gradients are computed with the aid of an auxiliary variable under samples gen…