Optimal Nudging: Solving Average-Reward Semi-Markov Decision Processes as a Minimal Sequence of Cumulative Tasks

20 Apr 2015  ·  Reinaldo Uribe Muriel, Fernando Lozando, Charles Anderson ·

This paper describes a novel method to solve average-reward semi-Markov decision processes, by reducing them to a minimal sequence of cumulative reward problems. The usual solution methods for this type of problems update the gain (optimal average reward) immediately after observing the result of taking an action... The alternative introduced, optimal nudging, relies instead on setting the gain to some fixed value, which transitorily makes the problem a cumulative-reward task, solving it by any standard reinforcement learning method, and only then updating the gain in a way that minimizes uncertainty in a minmax sense. The rule for optimal gain update is derived by exploiting the geometric features of the w-l space, a simple mapping of the space of policies. The total number of cumulative reward tasks that need to be solved is shown to be small. Some experiments are presented to explore the features of the algorithm and to compare its performance with other approaches. read more

PDF Abstract
No code implementations yet. Submit your code now



  Add Datasets introduced or used in this paper

Results from the Paper

  Submit results from this paper to get state-of-the-art GitHub badges and help the community compare results to other papers.


No methods listed for this paper. Add relevant methods here