Reinforcement Learning for Non-Stationary Markov Decision Processes: The Blessing of (More) Optimism
We consider un-discounted reinforcement learning (RL) in Markov decision processes (MDPs) under drifting non-stationarity, i.e., both the reward and state transition distributions are allowed to evolve over time, as long as their respective total variations, quantified by suitable metrics, do no...
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Article |
| Language: | English |
| Published: |
2021
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| Online Access: | https://hdl.handle.net/1721.1/137255 |