An Online Policy Gradient Algorithm for Markov Decision Processes with Continuous States and Actions

DOI10.1162/NECO_A_00808MaRDI QIDQ5380403zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Yao Ma, Tingting Zhao, Kohei Hatano, Masashi Sugiyama

Publication date 4 June 2019

Published in Neural Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1162/neco_a_00808

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Online algorithms; streaming algorithms (68W27) Markov and semi-Markov decision processes (90C40)

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Cites work

• An Online Policy Gradient Algorithm for Markov Decision Processes with Continuous States and Actions
• Efficient algorithms for online decision problems
• Logarithmic Regret Algorithms for Online Convex Optimization
• Markov decision processes with arbitrary reward processes
• Online Markov Decision Processes Under Bandit Feedback
• Online Markov decision processes
• Online convex optimization in the bandit setting: gradient descent without a gradient
• Reinforcement learning. An introduction
• Simple statistical gradient-following algorithms for connectionist reinforcement learning

Cited in

(10)

• A Q-learning algorithm for Markov decision processes with continuous state spaces
• An incremental off-policy search in a model-free Markov decision process using a single sample path
• Logarithmic regret bounds for continuous-time average-reward Markov decision processes
• Online Markov decision processes
• Online Bootstrap Inference For Policy Evaluation In Reinforcement Learning
• Policy gradient in Lipschitz Markov decision processes
• Approximate stochastic annealing for online control of infinite horizon Markov decision processes
• Online learning in Markov decision processes with continuous actions
• Markov decision processes with arbitrary reward processes
• An Online Policy Gradient Algorithm for Markov Decision Processes with Continuous States and Actions

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