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In the Bayesian approach to sequential decision making, exact calculation of the (subjective) utility is intractable. This extends to most special cases of interest, such as reinfo...
Bayesian Reinforcement Learning has generated substantial interest recently, as it provides an elegant solution to the exploration-exploitation trade-off in reinforcement learning...
There has been a lot of recent work on Bayesian methods for reinforcement learning exhibiting near-optimal online performance. The main obstacle facing such methods is that in most...