Web: http://arxiv.org/abs/2201.07296

June 17, 2022, 1:12 a.m. | Bekzhan Kerimkulov, James-Michael Leahy, David Šiška, Lukasz Szpruch

stat.ML updates on arXiv.org arxiv.org

We study the global convergence of policy gradient for infinite-horizon,
continuous state and action space, and entropy-regularized Markov decision
processes (MDPs). We consider a softmax policy with (one-hidden layer) neural
network approximation in a mean-field regime. Additional entropic
regularization in the associated mean-field probability measure is added, and
the corresponding gradient flow is studied in the 2-Wasserstein metric. We show
that the objective function is increasing along the gradient flow. Further, we
prove that if the regularization in terms of …

approximation arxiv convergence entropy gradient math mean network neural neural network policy

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