UBC SCAIM Seminar: Lexing Ying

  • Date: 01/24/2023
  • Time: 12:30
Lecturer(s):
Lexing Ying, Stanford University Mathematics and ICME
Location: 

University of British Columbia

Topic: 

On Optimization Formulations and Algorithms of Markov Decision Problems

Description: 

Markov decision problems and reinforcement learning have been active research areas in the past decade. Compared with the rapid algorithmic developments, the linear/convex programming formulations of the Markov decision problem are less well-known. In the first part of talk, we will discuss the convex optimization formulations of Markov decision problems in the primal, dual, and primal-dual forms. In the second part of the talk, we will present two new algorithms that are inspired by these optimization formulations and exhibit exponential or even super-exponential convergence.

Other Information: 

Location: ESB 4133

 

Time: 12.30pm Pacific

 

N.B: Pizza lunch will be provided.