Renewal Monte Carlo: Renewal Theory Based Reinforcement Learning.
Jayakumar SubramanianAditya MahajanPublished in: CDC (2018)
Keyphrases
- monte carlo
- markov chain
- reinforcement learning
- temporal difference
- state space
- stochastic approximation
- monte carlo simulation
- importance sampling
- adaptive sampling
- monte carlo method
- monte carlo methods
- monte carlo tree search
- simulation study
- policy evaluation
- markov chain monte carlo
- variance reduction
- optimal policy
- point processes
- markov decision processes
- global illumination
- quasi monte carlo
- markovian decision
- reinforcement learning algorithms
- supervised learning
- action selection
- model free
- confidence intervals
- particle filter