Finite state multi-armed bandit problems: sensitive-discount, average-reward and average-overtaking optimality
نویسندگان
چکیده
منابع مشابه
Sensitive Discount Optimality: Unifying Discounted and Average Reward Reinforcement Learning
Research in reinforcement learning (RL) has thus far concentrated on two optimality criteria: the discounted framework, which has been very well-studied, and the average-reward framework, in which interest is rapidly increasing. In this paper, we present a framework called sensitive discount optimality which ooers an elegant way of linking these two paradigms. Although sensitive discount optima...
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ژورنال
عنوان ژورنال: The Annals of Applied Probability
سال: 1996
ISSN: 1050-5164
DOI: 10.1214/aoap/1034968239