3 citations · 3 across the 3 of their papers we have counts for
3 papers
Mathematical methods of reinforcement learning
Denis Belomestny, Alexander Gasnikov, Egor Gladin +5
Reinforcement learning (RL) is increasingly grounded in tools from probability, optimization, and operator theory. This survey organizes the mathematical structures that underpin t…
Algorithm for Constrained Markov Decision Process with Linear Convergence
Egor Gladin, Maksim Lavrik-Karmazin, Karina Zainullina +3
The problem of constrained Markov decision process is considered. An agent aims to maximize the expected accumulated discounted reward subject to multiple constraints on its costs…
Primal-Dual Stochastic Mirror Descent for MDPs
Daniil Tiapkin, Alexander Gasnikov
We consider the problem of learning the optimal policy for infinite-horizon Markov decision processes (MDPs). For this purpose, some variant of Stochastic Mirror Descent is propose…