Universal Reinforcement Learning

We consider an agent interacting with an unmodeled environment. At each time, the agent makes an observation, takes an action, and incurs a cost. Its actions can influence future observations and costs. The goal is to minimize the long-term average cost. We propose a novel algorithm, known as the ac...

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Bibliographic Details
Main Authors: Farias, Vivek F., Moallemi, Ciamac C., Van Roy, Benjamin, Weissman, Tsachy
Other Authors: Sloan School of Management
Format: Article
Language:en_US
Published: Institute of Electrical and Electronics Engineers 2010
Subjects:
Online Access:http://hdl.handle.net/1721.1/59294
https://orcid.org/0000-0002-5856-9246