reinforcement learning

SDP-based bounds for the Quadratic Cycle Cover Problem via cutting plane augmented Lagrangian methods and reinforcement learning

  • Frank de Meijer
  • Renata Sotirov
    • Categories Combinatorial Optimization, Semi-definite Programming Tags , , , , ,

    We study the Quadratic Cycle Cover Problem (QCCP), which aims to find a node-disjoint cycle cover in a directed graph with minimum interaction cost between successive arcs. We derive several semidefinite programming (SDP) relaxations and use facial reduction to make these strictly feasible. We investigate a nontrivial relationship between the transformation matrix used in the … Read more

    Stochastic Primal-Dual Methods and Sample Complexity of Reinforcement Learning

  • Yichen Chen
  • Mengdi Wang
    • Categories Dynamic Programming Tags ,

    We study the online estimation of the optimal policy of a Markov decision process (MDP). We propose a class of Stochastic Primal-Dual (SPD) methods which exploit the inherent minimax duality of Bellman equations. The SPD methods update a few coordinates of the value and policy estimates as a new state transition is observed. These methods … Read more