Abstract. We consider Reinforcement Learning for average reward zerosum stochastic games. We present and analyze two algorithms. The first is based on relative Q-learning and the ...
An optimal consumption problem is studied in a growth model for the Cobb-Douglas production function in a finite horizon. The problem is transfered into a stochastic Ramsey proble...
For undiscounted two-person zero-sum communicating stochastic games with finite state and action spaces, a solution procedure is proposed that exploits the communication property,...
This paper presents a direct reinforcement learning algorithm, called Finite-Element Reinforcement Learning, in the continuous case, i.e. continuous state-space and time. The eval...