Qualitative reinforcement learning

When the transition probabilities and rewards of a Markov Decision Process are specified exactly, the problem can be solved without any interaction with the environment. When no such specification is available, the agent's only recourse is a long and potentially dangerous exploration. We present a framework which allows the expert to specify imprecise knowledge of transition probabilities in terms of stochastic dominance constraints. Our algorithm can be used to find optimal policies for qualitatively specified problems, or, when no such solution is available, to decrease the required amount of exploration. The algorithm's behavior is demonstrated on simulations of two classic problems: mountain car ascent and cart pole balancing.

• Type: Conference
• Year: 2006
• Where: ICML
• Authors: Arkady Epshteyn, Gerald DeJong
• Keywords: ICML 2006, Machine Learning, Markov Decision Process, Stochastic Dominance Constraints, Transition Probabilities