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D. Ding,
K. Zhang,
J. Duan,
T. Basar,
and M. R. Jovanovic.
Convergence and sample complexity of natural policy gradient primal-dual methods for constrained MDPs.
J. Mach. Learn. Res.,
2022.
Note: Submitted; also arXiv:2206.02346.
Keyword(s): Constrained Markov decision processes,
Constrained nonconvex optimization,
Function approximation,
Natural policy gradient,
Policy gradient methods,
Primal-dual algorithms,
Sample complexity.
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