On-line policy gradient estimation with multi-step sampling

DOI10.1007/S10626-009-0078-3MaRDI QIDQ5962027zbMATH OpenOpenAlexFDO

Authors Yanjie Li, Fang Cao, Xi-Ren Cao

Publication date 16 September 2010

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

Full work available at URL https://doi.org/10.1007/s10626-009-0078-3

zbMATH Keywords

Markov reward processeson-line estimationperformance potentials

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05)

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• Variance reduction techniques for gradient estimates in reinforcement learning

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