Renewal Monte Carlo: Renewal theory based reinforcement learning.
Jayakumar SubramanianAditya MahajanPublished in: CoRR (2018)
Keyphrases
- monte carlo
- markov chain
- reinforcement learning
- temporal difference
- stochastic approximation
- state space
- monte carlo simulation
- monte carlo method
- simulation study
- policy evaluation
- importance sampling
- temporal difference learning
- monte carlo methods
- matrix inversion
- monte carlo tree search
- point processes
- adaptive sampling
- markovian decision
- global illumination
- optimal strategy
- function approximation
- markov decision processes
- confidence intervals
- probabilistic model
- computational cost
- dynamic programming