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A pytorch implementation of Constrained Reinforcement Learning Algorithm, including Constrained Soft Actor Critic (Soft Actor Critic Lagrangian) and Proximal Policy Optimization Lagrangian

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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 示例

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A pytorch implementation of Constrained Reinforcement Learning Algorithm, including Constrained Soft Actor Critic (Soft Actor Critic Lagrangian) and Proximal Policy Optimization Lagrangian

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