Concentration bounds for SSP Q-learning for average cost MDPs

06/07/2022
by   Shaan ul Haque, et al.
4

We derive a concentration bound for a Q-learning algorithm for average cost Markov decision processes based on an equivalent shortest path problem, and compare it numerically with the alternative scheme based on relative value iteration.

READ FULL TEXT

Please sign up or login with your details

Forgot password? Click here to reset