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Concentration bounds for SSP Q-learning for average cost MDPs

arXiv 2206.03328 ↗First posted 7 Jun 2022cs.LG math.OC stat.MLcited by 0

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Abstract (arXiv)

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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References · 1

  1. 2021Concentration of Contractive Stochastic Approximation and Reinforcement Learningcited by 23

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