Finite-Time Complexity of Online Primal-Dual Natural Actor-Critic Algorithm for Constrained Markov Decision Processes

Sihan Zeng, Thinh T. Doan 0001, Justin Romberg. Finite-Time Complexity of Online Primal-Dual Natural Actor-Critic Algorithm for Constrained Markov Decision Processes. In 61st IEEE Conference on Decision and Control, CDC 2022, Cancun, Mexico, December 6-9, 2022. pages 4028-4033, IEEE, 2022. [doi]