arXiv · 1909.09186
Revisit Policy Optimization in Matrix Form
Abstract
In tabular case, when the reward and environment dynamics are known, policy evaluation can be written as $\bm{V}_{\bmπ} = (I - γP_{\bmπ})^{-1} \bm{r}_{\bmπ}$, where $P_{\bmπ}$ is the state transition matrix given policy ${\bmπ}$ and $\bm{r}_{\bmπ}$ is the reward signal given ${\bmπ}$. What annoys us is that $P_{\bmπ}$ and $\bm{r}_{\bmπ}$ are both mixed with ${\bmπ}$, which means every time when we update ${\bmπ}$, they will change together. In this paper, we leverage the notation from \cite{wang2007dual} to disentangle ${\bmπ}$ and environment dynamics which makes optimization over policy more straightforward. We show that policy gradient theorem \cite{sutton2018reinforcement} and TRPO \cite{schulman2015trust} can be put into a more general framework and such notation has good potential to be extended to model-based reinforcement learning.
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Sitao Luan, Xiao-Wen Chang, Doina Precup. 2019-09-19. Revisit Policy Optimization in Matrix Form. https://arxiv.org/abs/1909.09186
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