Linear Fitted-Q Iteration with Multiple Reward Functions.
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ABSTRACT:
SUBMITTER: Lizotte DJ
PROVIDER: S-EPMC3670261 | biostudies-literature | 2012 Nov
REPOSITORIES: biostudies-literature
Publications
Linear Fitted-Q Iteration with Multiple Reward Functions.
Lizotte Daniel J DJ Bowling Michael M Murphy Susan A SA
Journal of machine learning research : JMLR 20121101 Nov
We present a general and detailed development of an algorithm for finite-horizon fitted-Q iteration with an arbitrary number of reward signals and linear value function approximation using an arbitrary number of state features. This includes a detailed treatment of the 3-reward function case using triangulation primitives from computational geometry and a method for identifying globally dominated actions. We also present an example of how our methods can be used to construct a real-world decisio ...[more]
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