288 pp. per issue
6 x 9, illustrated
2014 Impact factor:

Neural Computation

November 15, 1999, Vol. 11, No. 8, Pages 2017-2060
(doi: 10.1162/089976699300016070)
© 1999 Massachusetts Institute of Technology
A Unified Analysis of Value-Function-Based Reinforcement-Learning Algorithms
Article PDF (312.72 KB)

Reinforcement learning is the problem of generating optimal behavior in a sequential decision-making environment given the opportunity of interacting with it. Many algorithms for solving reinforcement-learning problems work by computing improved estimates of the optimal value function. We extend prior analyses of reinforcement-learning algorithms and present a powerful new theorem that can provide a unified analysis of such value-function-based reinforcement-learning algorithms. The usefulness of the theorem lies in how it allows the convergence of a complex asynchronous reinforcement-learning algorithm to be proved by verifying that a simpler synchronous algorithm converges. We illustrate the application of the theorem by analyzing the convergence of Q-learning, model-based reinforcement learning, Q-learning with multistate updates, Q-learning for Markov games, and risk-sensitive reinforcement learning.