A Duality Approach for Regret Minimization in Average-Award Ergodic Markov Decision Processes

Hao Gong, Mengdi Wang. A Duality Approach for Regret Minimization in Average-Award Ergodic Markov Decision Processes. In Alexandre M. Bayen, Ali Jadbabaie, George J. Pappas, Pablo A. Parrilo, Benjamin Recht, Claire J. Tomlin, Melanie N. Zeilinger, editors, Proceedings of the 2nd Annual Conference on Learning for Dynamics and Control, L4DC 2020, Online Event, Berkeley, CA, USA, 11-12 June 2020. Volume 120 of Proceedings of Machine Learning Research, pages 862-883, PMLR, 2020. [doi]

Abstract

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