Fitted value function iteration with probability one contractions

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Convergent Fitted Value Iteration with Linear Function Approximation

Fitted value iteration (FVI) with ordinary least squares regression is known to diverge. We present a new method, “Expansion-Constrained Ordinary Least Squares” (ECOLS), that produces a linear approximation but also guarantees convergence when used with FVI. To ensure convergence, we constrain the least squares regression operator to be a non-expansion in the∞-norm. We show that the space of fu...

متن کامل

Sampling Based Fitted Value Iteration Finite-Time Bounds for Sampling-Based Fitted Value Iteration

In this paper we develop a theoretical analysis of the performance of sampling-based fitted value iteration (FVI) to solve infinite state-space, discounted-reward Markovian decision problems (MDPs) under the assumption that a generative model of the environment is available. Our main results come in the form of finite-time bounds on the performance of two versions of sampling-based FVI. The con...

متن کامل

Finite-Time Bounds for Fitted Value Iteration

In this paper we develop a theoretical analysis of the performance of sampling-based fitted value iteration (FVI) to solve infinite state-space, discounted-reward Markovian decision processes (MDPs) under the assumption that a generative model of the environment is available. Our main results come in the form of finite-time bounds on the performance of two versions of sampling-based FVI. The co...

متن کامل

Optimizing spoken dialogue management with fitted value iteration

In recent years machine learning approaches have been proposed for dialogue management optimization in spoken dialogue systems. It is customary to cast the dialogue management problem into a Markov Decision Process (MDP) and to find the associated optimal policy using Reinforcement Learning (RL) algorithms. Yet, the dialogue state space is usually very large (even infinite) and standard RL algo...

متن کامل

Boosted Fitted Q-Iteration

This paper is about the study of B-FQI, an Approximated Value Iteration (AVI) algorithm that exploits a boosting procedure to estimate the action-value function in reinforcement learning problems. B-FQI is an iterative off-line algorithm that, given a dataset of transitions, builds an approximation of the optimal action-value function by summing the approximations of the Bellman residuals acros...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Journal of Economic Dynamics and Control

سال: 2013

ISSN: 0165-1889

DOI: 10.1016/j.jedc.2012.08.003