Optimal Tuning of Continual Online Exploration in Reinforcement Learning

@inproceedings{Achbany2006OptimalTO,
  title={Optimal Tuning of Continual Online Exploration in Reinforcement Learning},
  author={Youssef Achbany and François Fouss and Luh Yen and Alain Pirotte and Marco Saerens},
  booktitle={ICANN},
  year={2006}
}
This paper presents a framework allowing to tune continual exploration in an optimal way. It first quantifies the rate of exploration by defining the degree of exploration of a state as the probability-distribution entropy for choosing an admissible action. Then, the exploration/exploitation tradeoff is stated as a global optimization problem: find the exploration strategy that minimizes the expected cumulated cost, while maintaining fixed degrees of exploration at same nodes. In other words… CONTINUE READING
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