Nearly Optimal Exploration-Exploitation Decision Thresholds
Paper in proceedings, 2006

While in general trading off exploration and exploitation in reinforcement learning is hard, under some formulations relatively simple solutions exist. Optimal decision thresholds for the multi-armed bandit problem, one for the infinite horizon discounted reward case and one for the finite horizon undiscounted reward case are derived, which make the link between the reward horizon, uncertainty and the need for exploration explicit. From this result follow two practical approximate algorithms, which are illustrated experimentally.

Author

Christos Dimitrakakis

Chalmers, Computer Science and Engineering (Chalmers), Computing Science (Chalmers)

Artificial Neural Networks – ICANN 2006

Areas of Advance

Information and Communication Technology

Subject Categories

Computer and Information Science

More information

Created

10/6/2017