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Generalizations of the Theory of Linearly Solvable MDPs

Published on Oct 16, 20123358 Views

We present various generalizations of the theory of linearly solvable optimal control. One generalization is the extension to the game theoretic and risk-sensitive setting, which requires replacing KL

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Chapter list

Generalizations of the Theory of Linearly Solvable MDPs00:00
Table of Contents00:20
Markov Games (MGs)01:12
I Like Linear Equations03:57
Rényi divergences - 104:56
Rényi divergences - 205:42
Linearly Solvable Markov Games (LMGs): Dynamics06:12
LMGs: Solution08:28
Car on a Hill - 112:23
Car on a Hill - 214:00
Crossing a Narrow Bridge - 114:31
Crossing a Narrow Bridge - 214:54
Stabilizing an unstable system - 115:13
Stabilizing an unstable system - 215:29
Outline: Policy Gradients15:59
Deterministic MDPs with Stochastic Policies16:31
Finite Horizon Policy Gradients17:18
Relationship to Other Algorithms - 118:22
Relationship to Other Algorithms - 219:54
Second Order Methods20:03
Conclusions and Future Work - 121:13
Conclusions and Future Work - 221:25
References21:52