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On Online Learning in Kernelized Markov Decision Processes

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 نشر من قبل Sayak Ray Chowdhury
 تاريخ النشر 2019
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We develop algorithms with low regret for learning episodic Markov decision processes based on kernel approximation techniques. The algorithms are based on both the Upper Confidence Bound (UCB) as well as Posterior or Thompson Sampling (PSRL) philosophies, and work in the general setting of continuous state and action spaces when the true unknown transition dynamics are assumed to have smoothness induced by an appropriate Reproducing Kernel Hilbert Space (RKHS).



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