A Control-Model-Based Approach for Reinforcement Learning
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We consider a new form of model-based reinforcement learning methods that directly learns the optimal control parameters, instead of learning the underlying dynamical system. This includes a form of exploration and exploitation in learning and applying the optimal control parameters over time. This also includes a general framework that manages a collection of such control-model-based reinforcement learning methods running in parallel and that selects the best decision from among these parallel methods with the different methods interactively learning together. We derive theoretical results for the optimal control of linear and nonlinear instances of the new control-model-based reinforcement learning methods. Our empirical results demonstrate and quantify the significant benefits of our approach.
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