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20242026
most citedCost-Driven Representation Learning for Linear Quadratic Gaussian Control: Part I

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math.OC2025

Convergence and sample complexity of natural policy gradient primal-dual methods for constrained MDPs

Dongsheng Ding, Kaiqing Zhang, Jiali Duan +2

We study the sequential decision making problem of maximizing the expected total reward while satisfying a constraint on the expected total utility. We employ the natural policy gr…