Kernel-based reinforcement learning in average-cost problems

DOI10.1109/TAC.2002.803530zbMATH Open1364.90349OpenAlexW2148024708MaRDI QIDQ5267044FDOQ5267044

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

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

Cited In (10)

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

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