A Structure-aware Online Learning Algorithm for Markov Decision Processes

28 Nov 2018Arghyadip RoyVivek BorkarAbhay KarandikarPrasanna Chaporkar

To overcome the curse of dimensionality and curse of modeling in Dynamic Programming (DP) methods for solving classical Markov Decision Process (MDP) problems, Reinforcement Learning (RL) algorithms are popular. In this paper, we consider an infinite-horizon average reward MDP problem and prove the optimality of the threshold policy under certain conditions... (read more)

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