Kernel-based reinforcement learning in average-cost problems

DOI10.1109/TAC.2002.803530zbMath1364.90349OpenAlexW2148024708MaRDI QIDQ5267044

Dirk Ormoneit, Peter W. Glynn

Publication date: 20 June 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2002.803530

Mathematics Subject Classification ID

Least squares and related methods for stochastic control systems (93E24) Markov and semi-Markov decision processes (90C40)

Related Items

Hoeffding's inequality for uniformly ergodic Markov chains ⋮ An algorithmic approach to optimal asset liquidation problems ⋮ Algorithms for Optimal Control of Stochastic Switching Systems ⋮ Efficient algorithms of pathwise dynamic programming for decision optimization in mining operations ⋮ Hoeffding's inequality for non-irreducible Markov models ⋮ Approximated multi-agent fitted Q iteration ⋮ On Hoeffding and Bernstein type inequalities for sums of random variables in non-additive measure spaces and complete convergence ⋮ Mean-Field Controls with Q-Learning for Cooperative MARL: Convergence and Complexity Analysis