Reinforcement Learning via Fenchel-Rockafellar Duality

7 Jan 2020Ofir NachumBo Dai

We review basic concepts of convex duality, focusing on the very general and supremely useful Fenchel-Rockafellar duality. We summarize how this duality may be applied to a variety of reinforcement learning (RL) settings, including policy evaluation or optimization, online or offline learning, and discounted or undiscounted rewards... (read more)

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