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Python Reinforcement Learning Projects by Rajalingappaa Shanmugamani, Yang Wenzhuo, Sean Saito

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TRPO algorithm

Based on the preceding policy improvement bound, the following algorithm is developed:

Initialize policy ;Repeat for each step :    Compute all advantage values ;    Solve the following optimization problem:    ;Until convergence

In each step, this algorithm minimizes the upper bound of , so that:

The last equation follows from that  for any ...

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