Reinforcement Learning with Immediate Rewards and Linear Hypotheses

@article{Abe2003ReinforcementL,
  title={Reinforcement Learning 
with Immediate Rewards 
and Linear Hypotheses},
  author={N. Abe and A. Biermann and Philip M. Long},
  journal={Algorithmica},
  year={2003},
  volume={37},
  pages={263-293}
}
  • N. Abe, A. Biermann, Philip M. Long
  • Published 2003
  • Mathematics, Computer Science
  • Algorithmica
  • Abstract We consider the design and analysis of algorithms that learn from the consequences of their actions with the goal of maximizing their cumulative reward, when the consequence of a given action is felt immediately, and a linear function, which is unknown a priori, (approximately) relates a feature vector for each action/state pair to the (expected) associated reward. We focus on two cases, one in which a continuous-valued reward is (approximately) given by applying the unknown linear… CONTINUE READING
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