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Fitted Q-iteration in continuous action-space MDPs
Abstract : We consider continuous state, continuous action batch reinforcement learning where the goal is to learn a good policy from a sufficiently rich trajectory generated by some policy. We study a variant of fitted Q-iteration, where the greedy action selection is replaced by searching for a policy in a restricted set of candidate policies by maximizing the average action values. We provide a rigorous analysis of this algorithm, proving what we believe is the first finite-time bound for value-function based algorithms for continuous state and action problems.
Cited literature [16 references]
https://hal.inria.fr/inria-00203359
Contributor : Rémi Munos <>
Submitted on : Wednesday, January 9, 2008 - 5:08:45 PM
Last modification on : Tuesday, November 24, 2020 - 2:18:20 PM
Long-term archiving on: : Thursday, September 27, 2012 - 2:00:51 PM
Contributor : Rémi Munos <>
Submitted on : Wednesday, January 9, 2008 - 5:08:45 PM
Last modification on : Tuesday, November 24, 2020 - 2:18:20 PM
Long-term archiving on: : Thursday, September 27, 2012 - 2:00:51 PM
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