Deep Conservative Policy Iteration

Understand

Conservative Policy Iteration (CPI) is a founding algorithm of Approximate Dynamic Programming (ADP).

• Its core principle is to stabilize greediness through stochastic mixtures of consecutive policies.
• It comes with strong theoretical guarantees, and inspired approaches in deep Reinforcement Learning (RL).
• However, CPI itself has rarely been implemented, never with neural networks, and only experimented on toy problems.