Kernel-based reinforcement learning in average-cost problems

DOI10.1109/TAC.2002.803530MaRDI QIDQ5267044zbMATH OpenOpenAlexFDO

Authors 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)

• Efficient algorithms of pathwise dynamic programming for decision optimization in mining operations
• An algorithmic approach to optimal asset liquidation problems
• Hoeffding's inequality for non-irreducible Markov models
• Average cost temporal-difference learning
• Algorithms for optimal control of stochastic switching systems
• Mean-field controls with Q-learning for cooperative MARL: convergence and complexity analysis
• Kernel dynamic policy programming: applicable reinforcement learning to robot systems with high dimensional states
• On Hoeffding and Bernstein type inequalities for sums of random variables in non-additive measure spaces and complete convergence
• Approximated multi-agent fitted Q iteration
• Hoeffding's inequality for uniformly ergodic Markov chains

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