On the convergence of optimistic policy iteration for stochastic shortest path problem

Yuanlong Chen

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arXiv · 1808.08763

On the convergence of optimistic policy iteration for stochastic shortest path problem

Yuanlong Chen

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Abstract

In this paper, we prove some convergence results of a special case of optimistic policy iteration algorithm for stochastic shortest path problem. We consider both Monte Carlo and $TD(\lambda)$ methods for the policy evaluation step under the condition that the termination state will eventually be reached almost surely.

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Yuanlong Chen. 2018-08-27. On the convergence of optimistic policy iteration for stochastic shortest path problem. https://arxiv.org/abs/1808.08763

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