Reinforcement learning based algorithms for average cost Markov decision processes

DOI10.1007/S10626-006-0003-YzbMath1146.90521OpenAlexW2061769118MaRDI QIDQ2643632

Mohammed Shahid Abdulla, Shalabh Bhatnagar

Publication date: 27 August 2007

Published in: Discrete Event Dynamic Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10626-006-0003-y

zbMATH Keywords

Markov decision processesreinforcement learningpolicy iterationactor-critic algorithmssimultaneous perturbation stochastic approximationnormalized Hadamard matricesTD-learningtwo timescale stochastic approximation

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Markov and semi-Markov decision processes (90C40)

Related Items (3)

A constrained optimization perspective on actor-critic algorithms and application to network routing ⋮ Multiscale Q-learning with linear function approximation ⋮ Natural actor-critic algorithms

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