arrow
返回

Average cost temporal-difference learning

delete1999-11-01
delete119
delete
OA
AI
J
John N. Tsitsiklis *
B
Benjamin Van Roy
DOI:10.1016/S0005-1098(99)00099-0delete
delete原文链接
delete分享
delete收藏
查看原文
摘要

摘要

En 中文
We propose a variant of temporal-difference learning that approximates average and differential costs of an irreducible aperiodic Markov chain. Approximations are comprised of linear combinations of fixed basis functions whose weights are incrementally updated during a single endless trajectory of the Markov chain. We present a proof of convergence (with probability 1) and a characterization of the limit of convergence. We also provide a bound on the resulting approximation error that exhibits an interesting dependence on the mixing time of the Markov chain. The results parallel previous work by the authors, involving approximations of discounted cost-to-go. (C) 1999 Elsevier Science Ltd. All rights reserved.
Keyword:
dynamic programming
learning
average cost
reinforcement learning
neuro-dynamic programming
approximation
temporal differences
AI总结

AI总结

对已上传原文的论文进行重点信息的提取,主要内容包括:简要概述、研究摘要、背景介绍、关键亮点、图文解析、展望与总结。

期刊

Automatica 封面图
Automatica
IF:
5.9
论文数:
1.2W
被引数:
5.2W

机构

暂无机构信息
引用论文

引用论文

暂无论文信息