Neural Information Processing Systems http://nips.cc/

Neural Information Processing Systems http://nips.cc/

Thus the optimal average reward of the original MDP and modified MDP differ by O ( ϵ). To ensure Assumption 3.1 (b) is satisfied, an aperiodicity transformation can be implemented. The proof of this theorem can be found in [Sch71]. From Lemma 2.2, we thus have, ( J In order to iterate Equation (8), need to ensure the terms are non-negative. Theorem 3.3 presents an upper bound on the error in terms of the average reward.

Reinforcement Learning algorithms can be broadly classified into value-based methods and policy-based methods.

Afewstudies haveexplored sequential stay-or-leavedecisions in humans, or rodents - the model organism used to access neuronal activity at high resolution. In both cases, decision patterns were collected inforaging tasks-the experimental settings where subjects decide when to leave depleting resources (2).

Return ˆ α We show the following generalization of Proposition 2.1. Moreover, Alg. 4 has sample complexity The sample complexity is clear so we focus on the first statement. Theorem 4.5 in [MU17]) on these events as i varies and noting that Hence recalling (A.2) above, we conclude that The other direction is similar. Using (A.2) in the same way as above, we find First we analyze the expected sample complexity. Finally Alg. 4 has sample complexity We do this using Bayes' rule.

We study pure exploration with infinitely many bandit arms generated i.i.d.