A Universal Empirical Dynamic Programming Algorithm for Continuous State MDPs

We propose universal randomized function approximation-based empirical value learning (EVL) algorithms for Markov decision processes. The "empirical" nature comes from each iteration being done empirically from samples available from simulations of the next state. This makes the Bellman op...

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Bibliographic Details
Published in:	IEEE transactions on automatic control Vol. 65; no. 1; pp. 115 - 129
Main Authors:	Haskell, William B., Jain, Rahul, Sharma, Hiteshi, Yu, Pengqian
Format:	Journal Article
Language:	English
Published:	New York IEEE 01.01.2020 The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subjects:	Algorithms Approximation Approximation algorithms Basis functions Complexity theory Computer simulation Continuous state-space Markov decision processes (MDPs) Convergence Dynamic programming dynamic programming (DP) Empirical analysis Function approximation Function space Heuristic algorithms Hilbert space Iterative methods Machine learning Markov processes Mathematical analysis Operators (mathematics) Probabilistic logic reinforcement learning (RL)
ISSN:	0018-9286, 1558-2523
Online Access:	Get full text
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