Reinforcement Learning: a Comparison of UCB Versus Alternative Adaptive Policies
In this paper we consider the basic version of Reinforcement Learning (RL) that involves computing optimal data driven (adaptive) policies for Markovian decision process with unknown transition probabilities. We provide a brief survey of the state of the art of the area and we compare the performance of the classic UCB policy of \cc{bkmdp97} with a new policy developed herein which we call MDP-Deterministic Minimum Empirical Divergence (MDP-DMED), and a method based on Posterior sampling (MDP-PS).
PDF AbstractDatasets
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.
Methods
No methods listed for this paper. Add
relevant methods here