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math.OC2021
Reward Biased Maximum Likelihood Estimation for Learning in Constrained MDPs
Rahul Singh
We use the Reward Biased Maximum Likelihood Estimation (RBMLE) algorithm to learn optimal policies for constrained Markov Decision Processes (CMDPs). We analyze the learning regret…
math.OC2020★ 10 cited
Multi-marginal optimal transport and probabilistic graphical models
Isabel Haasler, Rahul Singh, Qinsheng Zhang +2
We study multi-marginal optimal transport problems from a probabilistic graphical model perspective. We point out an elegant connection between the two when the underlying cost for…