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Batch mode reinforcement learning based on the synthesis of artificial trajectories

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  • Raphael Fonteneau
  • Susan Murphy
  • Louis Wehenkel
  • Damien Ernst

Abstract

In this paper, we consider the batch mode reinforcement learning setting, where the central problem is to learn from a sample of trajectories a policy that satisfies or optimizes a performance criterion. We focus on the continuous state space case for which usual resolution schemes rely on function approximators either to represent the underlying control problem or to represent its value function. As an alternative to the use of function approximators, we rely on the synthesis of “artificial trajectories” from the given sample of trajectories, and show that this idea opens new avenues for designing and analyzing algorithms for batch mode reinforcement learning. Copyright Springer Science+Business Media New York 2013

Suggested Citation

  • Raphael Fonteneau & Susan Murphy & Louis Wehenkel & Damien Ernst, 2013. "Batch mode reinforcement learning based on the synthesis of artificial trajectories," Annals of Operations Research, Springer, vol. 208(1), pages 383-416, September.
    • Handle: RePEc:spr:annopr:v:208:y:2013:i:1:p:383-416:10.1007/s10479-012-1248-5
    DOI: 10.1007/s10479-012-1248-5
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    References listed on IDEAS

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    1. S. A. Murphy, 2003. "Optimal dynamic treatment regimes," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 65(2), pages 331-355, May.
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    Cited by:

    1. Ruitu Xu & Yifei Min & Tianhao Wang & Zhaoran Wang & Michael I. Jordan & Zhuoran Yang, 2023. "Finding Regularized Competitive Equilibria of Heterogeneous Agent Macroeconomic Models with Reinforcement Learning," Papers 2303.04833, arXiv.org.
    2. Shosei Sakaguchi, 2024. "Robust Learning for Optimal Dynamic Treatment Regimes with Observational Data," Papers 2404.00221, arXiv.org.
    3. Stefano Bromuri, 2019. "Dynamic heuristic acceleration of linearly approximated SARSA( $$\lambda $$ λ ): using ant colony optimization to learn heuristics dynamically," Journal of Heuristics, Springer, vol. 25(6), pages 901-932, December.

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