Eligibility traces through colored noises

@article{Geist2010EligibilityTT,
  title={Eligibility traces through colored noises},
  author={Matthieu Geist and Olivier Pietquin},
  journal={International Congress on Ultra Modern Telecommunications and Control Systems},
  year={2010},
  pages={458-465}
}
The Gaussian Process Temporal Differences (GPTD) framework initiated statistical modeling of value function approximation. It was followed by the close Kalman Temporal Differences (KTD) approach. Both methods share the same drawback: they provide biased estimates of the value function when transitions of the system to be controlled are stochastic. A colored noise model has been introduced to cope with this problem in the GPTD framework, which actually leads to a Monte-Carlo estimate of the… CONTINUE READING