Concentration bounds for SSP Q-learning for average cost MDPs

7 Jun 2022 · Shaan ul Haque, Vivek Borkar ·

We derive a concentration bound for a Q-learning algorithm for average cost Markov decision processes based on an equivalent shortest path problem, and compare it numerically with the alternative scheme based on relative value iteration.

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Concentration bounds for SSP Q-learning for average cost MDPs

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