Renewal Monte Carlo: Renewal Theory-Based Reinforcement Learning.
Jayakumar SubramanianAditya MahajanPublished in: IEEE Trans. Autom. Control. (2020)
Keyphrases
- monte carlo
- markov chain
- reinforcement learning
- stochastic approximation
- temporal difference
- state space
- monte carlo simulation
- importance sampling
- policy evaluation
- monte carlo method
- adaptive sampling
- monte carlo tree search
- simulation study
- markovian decision
- monte carlo methods
- global illumination
- markov decision processes
- reinforcement learning algorithms
- temporal difference learning
- matrix inversion
- machine learning
- optimal strategy
- function approximation
- particle filter
- learning algorithm
- game tree search
- markov chain monte carlo
- probability distribution