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cs.LG2022
Quasi-Newton Iteration in Deterministic Policy Gradient
Arash Bahari Kordabad, Hossein Nejatbakhsh Esfahani, Wenqi Cai +1
This paper presents a model-free approximation for the Hessian of the performance of deterministic policies to use in the context of Reinforcement Learning based on Quasi-Newton st…
cs.LG2021
MPC-based Reinforcement Learning for Economic Problems with Application to Battery Storage
Arash Bahari Kordabad, Wenqi Cai, Sebastien Gros
In this paper, we are interested in optimal control problems with purely economic costs, which often yield optimal policies having a (nearly) bang-bang structure. We focus on polic…