University of Maryland, College Park; University of Virginia; University of Pennsylvania
Dongsheng Ding, Chen-Yu Wei, Kaiqing Zhang, Alejandro Ribeiro
Constrained Markov decision processes;policy gradient primal-dual methods;non-convex saddle-point problem;last-iterate convergence;entropy regularization;optimistic gradient
Last-Iterate Convergent Policy Gradient Primal-Dual Methods for Constrained MDPs