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Actor-Critic Algorithms for Hierarchical Markov Decision Processes

Actor-Critic Algorithms for Hierarchical Markov Decision Processes

Author: Z Pei on April 12, 2019

Categories: AI, Algorithm, Machine Learning, Reinforcement Learning, RL

Tags: AI, Algorithm, Hierarchical RL, Machine Learning, Reinforcement Learning, RL

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Actor-Critic Algorithms for Hierarchical Markov Decision Processes

Last update on April 12, 2019

Published April 12, 2019

Author: Z Pei

Categories: AI, Algorithm, Machine Learning, Reinforcement Learning, RL

Tags: AI, Algorithm, Hierarchical RL, Machine Learning, Reinforcement Learning, RL

Related Posts

Finite-Sample Convergence Rates for Q-Learning and Indirect Algorithms
Solving H-horizon, Stationary Markov Decision Problems In Time Proportional To Log(H)
Randomized Linear Programming Solves the Discounted Markov Decision Problem In Nearly-Linear (Sometimes Sublinear) Run Time
KL Divergence
The Asymptotic Convergence-Rate of Q-learning

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