Actor-Critic--Type Learning Algorithms for Markov Decision Processes 论文

摘要

Algorithms for learning the optimal policy of a Markov decision process (MDP) based on simulated transitions are formulated and analyzed. These are variants of the well-known "actor-critic" (or "adaptive critic") algorithm in the artificial intelligence literature. Distributed asynchronous implementations are considered. The analysis involves two time scale stochastic approximations.