Decision-Focused Learning in MDPs: An Occupancy Measure Approach
In this work, we consider decision-focused learning (DFL) for a Markov decision process (MDP), where existing methods differentiate through the KKT conditions of the Bellman equation and require solving a linear system over all state-action pairs, limiting its scalability. We address this by reformulating the MDP as an...
Zi-Hao Zhao, Ashwath K. Karunakaram, A. Eshragh et al.
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