A Reinforcement Learning Algorithm Based on Policy Iteration for Average Reward Empirical Results with Yield Management and Convergence Analysis.

A Reinforcement Learning Algorithm Based on Policy Iteration for Average Reward Empirical Results with Yield Management and Convergence Analysis.

We present a Reinforcement Learning (RL) algorithm based on policy iteration for solving average reward Markov and semi-Markov decision problems. In the literature on discounted reward RL, algorithms based on policy iteration and actor-critic algorithms have appeared. Our algorithm is an asynchronou...

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Bibliographic Details
Published in:Machine learning. 55, 1 (2004).
Main Author: Gosavi, Abhijit
Format: Article
Language:English
Subjects:
Reinforcement learning.
Average reward.
Policy iteration.