Concentration bounds for SSP Q-learning for average cost MDPs
Machine Learning
2022-06-14 v2 Optimization and Control
Machine Learning
Abstract
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.
Cite
@article{arxiv.2206.03328,
title = {Concentration bounds for SSP Q-learning for average cost MDPs},
author = {Shaan Ul Haque and Vivek Borkar},
journal= {arXiv preprint arXiv:2206.03328},
year = {2022}
}
Comments
6 pages, 2 figures