English

Robbins-Monro conditions for persistent exploration learning strategies

Machine Learning 2018-10-12 v3 Machine Learning

Abstract

We formulate simple assumptions, implying the Robbins-Monro conditions for the QQ-learning algorithm with the local learning rate, depending on the number of visits of a particular state-action pair (local clock) and the number of iteration (global clock). It is assumed that the Markov decision process is communicating and the learning policy ensures the persistent exploration. The restrictions are imposed on the functional dependence of the learning rate on the local and global clocks. The result partially confirms the conjecture of Bradkte (1994).

Cite

@article{arxiv.1808.00245,
  title  = {Robbins-Monro conditions for persistent exploration learning strategies},
  author = {Dmitry B. Rokhlin},
  journal= {arXiv preprint arXiv:1808.00245},
  year   = {2018}
}

Comments

9 pages, a typo in the title is corrected

R2 v1 2026-06-23T03:21:23.637Z