This is a prototype of Constrained Soft Actor Crirtic or Soft Actor Critic Lagrangian (CSAC or SAC-Lagrangian)
The basic SAC algorithm comes form ElegantRL :
https://github.com/AI4Finance-Foundation/ElegantRL
I established a Constrained SAC algorithm to deal with CMDP problem.
See 'Class AgentConstrainedSAC' in "AgentSAC.py" for details.
log 22.7.8: Detach update lambda from update_net method
log 22.7.30: A pytorch implementation of Proximal Policy Optimization with Lagranian (PPO-L) will be released soon
log 23.1.3: Add a pytorch implementation for PPO-Lagrangian with LSTM, see details in LSTM-PPO-L.py