Optimal Greedy Control in Reinforcement Learning.

We consider the problem of dimensionality reduction of state space in the variational approach to the optimal control problem, in particular, in the reinforcement learning method. The control problem is described by differential algebraic equations consisting of nonlinear differential equations and algebraic constraint equations interconnected with Lagrange multipliers. The proposed method is based on changing the Lagrange multipliers of one subset based on the Lagrange multipliers of another subset.