Neural-progressive hedging: Enforcing constraints in reinforcement learning with stochastic programming

Supriyo Ghosh, Laura Wynter, Shiau Hong Lim, Duc Thien Nguyen. Neural-progressive hedging: Enforcing constraints in reinforcement learning with stochastic programming. In James Cussens, Kun Zhang 0001, editors, Uncertainty in Artificial Intelligence, Proceedings of the Thirty-Eighth Conference on Uncertainty in Artificial Intelligence, UAI 2022, 1-5 August 2022, Eindhoven, The Netherlands. Volume 180 of Proceedings of Machine Learning Research, pages 707-717, PMLR, 2022. [doi]

Abstract

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