Scalable Gradient Ascent for Controllers in Constrained POMDPs

Kyle Hollins Wray,Kenneth Czuprynski,Kyle Hollins Wray,Kenneth Czuprynski

This paper presents a novel gradient ascent al-gorithm and nonlinear programming algorithm for finite state controller policies in constrained partially observable Markov decision processes (CPOMDPs). A key component of the gradient ascent algorithm is a constraint projection to ensure constraints are satisfied. Both an optimal and an approximate projection are formally defined. A theoretical anal...