Prioritized sweeping—Reinforcement learning with less data and less time

We present a new algorithm,prioritized sweeping, for efficient prediction and control of stochastic Markov systems. Incremental learning methods such as temporal differencing and Q-learning have real-time performance. Classical methods are slower, but more accurate, because they make full use of the observations. It uses all previous experiences both to prioritize important dynamic programming sweeps and to guide the exploration of state-space. We compare prioritized sweeping with other reinforcement learning schemes for a number of different stochastic optimal control problems.