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cs.LG2019
Accelerating the Computation of UCB and Related Indices for Reinforcement Learning
Wesley Cowan, Michael N. Katehakis, Daniel Pirutinsky
In this paper we derive an efficient method for computing the indices associated with an asymptotically optimal upper confidence bound algorithm (MDP-UCB) of Burnetas and Katehakis…
cs.LG2019
Reinforcement Learning: a Comparison of UCB Versus Alternative Adaptive Policies
Wesley Cowan, Michael N. Katehakis, Daniel Pirutinsky
In this paper we consider the basic version of Reinforcement Learning (RL) that involves computing optimal data driven (adaptive) policies for Markovian decision process with unkno…