Direct Uncertainty Estimation in Reinforcement Learning

Absence of prior knowledge about the environment (absence of its precise model) is naturally characterized by the intuitive notion of uncertainty. However, no generally accepted accurate formal description of this notion exists. Probability theory is the most traditional way of describing uncertainty, but adequate interpretation of probability itself is not that clear. This can be seen from numerous paradoxes in probability theory, such as the grue emerald paradox. That is why some attempts of extending probability theory were made. The most well-known one is fuzzy set theory. However, fuzzy operations can be considered as probabilistic operations with some additional assumptions about operands (e.g.