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Article
Convergence of a Q-Learning Variant for Continuous States and Actions
Journal of Artificial Intelligence Research
  • Stephen W. Carden, Georgia Southern University
Document Type
Article
Publication Date
1-1-2014
DOI
10.1613/jair.4271
Disciplines
Abstract

This paper presents a reinforcement learning algorithm for solving infinite horizon Markov Decision Processes under the expected total discounted reward criterion when both the state and action spaces are continuous. This algorithm is based on Watkins' Q-learning, but uses Nadaraya-Watson kernel smoothing to generalize knowledge to unvisited states. As expected, continuity conditions must be imposed on the mean rewards and transition probabilities. Using results from kernel regression theory, this algorithm is proven capable of producing a Q-value function estimate that is uniformly within an arbitrary tolerance of the true Q-value function with probability one. The algorithm is then applied to an example problem to empirically show convergence as well.

Comments

JAIR is an open access journal and articles are published for free distribution on the internet by the AI Access Foundation.

Citation Information
Stephen W. Carden. "Convergence of a Q-Learning Variant for Continuous States and Actions" Journal of Artificial Intelligence Research Vol. 49 (2014) p. 705 - 731 ISSN: 1076-9757
Available at: http://works.bepress.com/stephen_carden/21/