Importance sampling actor-critic algorithms

Proceedings of the American Control Conference

Volumn 2006, Issue , 2006, Pages 1625-1630

  Williams, Jason L ^a   Fisher III, John W ^a   Willsky, Alan S ^a  

^a MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

GRADIENT SEARCH; SYSTEM INTERACTIONS; TEMPORAL DIFFERENCE METHODS;

ALGORITHMS; COST FUNCTIONS; GRADIENT METHODS; OPTIMIZATION; PARAMETER ESTIMATION;

SAMPLING;

EID: 34047226109     PISSN: 07431619     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (7)

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2. J. N. Tsitsiklis and B. Van Roy, "An analysis of temporal-difference learning with function approximation," IEEE Transactions on Automatic Control, vol. 42, no. 5, pp. 674-690, May 1997.
3. P. Marbach, "Simulation-based methods for markov decision processes," PhD Thesis, Massachusetts Institute of Technology, Cambridge, MA, 1998.
4. V. R. Konda and J. N. Tsitsiklis, "On actor-critic algorithms." SIAM Journal on Control and Optimization, vol. 42, no. 4, pp. 1143-1166, 2003.
5. L. Peshkin and C. R. Shelton, "Learning from scarce experience," in Proceedings of the Nineteenth International Conference on Machine Learning, 2002, pp. 498-505.
6. A. Nedic and D. P. Bertsekas, "Least squares policy evaluation algorithms with linear function approximation," Discrete Event Dynamic Systems: Theory and Applications, vol. 13, pp. 79-110, 2003.
7. D. Bertsekas, V. Borkar, and A. Nedic, "Improved temporal difference methods with linear function approximation," Massachusetts Institute of Technology, Tech. Rep. LIDS-TR-2573, 2003.