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摘要翻译：
本文提出了一种新的策略迭代方法，称为动态策略规划(DPP)，用来估计无限时域马尔可夫决策过程中的最优策略。在存在逼近/估计误差的情况下，我们证明了DPP的有限迭代和渐近L\infty-范数性能损失界。在标准近似值迭代(AVI)和近似策略迭代(API)的情况下，边界用平均累积误差的L infty范数表示，而不是用误差的L infty范数表示。这表明DPP算法能够在整个学习过程中对蒙特卡罗采样引起的模拟噪声进行平均，从而获得比AVI和API更好的性能。在不同的问题域上，我们通过将DPP近似变体和现有的强化学习(RL)方法的性能进行了数值分析，验证了这一理论结果。我们的结果表明，在所有情况下，基于DPP的算法都优于其他RL方法。
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英文标题：
《Dynamic Policy Programming》
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作者：
Mohammad Gheshlaghi Azar, Vicenc Gomez and Hilbert J. Kappen
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最新提交年份：
2011
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分类信息：

一级分类：Computer Science        计算机科学
二级分类：Machine Learning        机器学习
分类描述：Papers on all aspects of machine learning research (supervised, unsupervised, reinforcement learning, bandit problems, and so on) including also robustness, explanation, fairness, and methodology. cs.LG is also an appropriate primary category for applications of machine learning methods.
关于机器学习研究的所有方面的论文（有监督的，无监督的，强化学习，强盗问题，等等），包括健壮性，解释性，公平性和方法论。对于机器学习方法的应用，CS.LG也是一个合适的主要类别。
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一级分类：Computer Science        计算机科学
二级分类：Artificial Intelligence        人工智能
分类描述：Covers all areas of AI except Vision, Robotics, Machine Learning, Multiagent Systems, and Computation and Language (Natural Language Processing), which have separate subject areas. In particular, includes Expert Systems, Theorem Proving (although this may overlap with Logic in Computer Science), Knowledge Representation, Planning, and Uncertainty in AI. Roughly includes material in ACM Subject Classes I.2.0, I.2.1, I.2.3, I.2.4, I.2.8, and I.2.11.
涵盖了人工智能的所有领域，除了视觉、机器人、机器学习、多智能体系统以及计算和语言（自然语言处理），这些领域有独立的学科领域。特别地，包括专家系统，定理证明（尽管这可能与计算机科学中的逻辑重叠），知识表示，规划，和人工智能中的不确定性。大致包括ACM学科类I.2.0、I.2.1、I.2.3、I.2.4、I.2.8和I.2.11中的材料。
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一级分类：Computer Science        计算机科学
二级分类：Systems and Control        系统与控制
分类描述：cs.SY is an alias for eess.SY. This section includes theoretical and experimental research covering all facets of automatic control systems. The section is focused on methods of control system analysis and design using tools of modeling, simulation and optimization. Specific areas of research include nonlinear, distributed, adaptive, stochastic and robust control in addition to hybrid and discrete event systems. Application areas include automotive and aerospace control systems, network control, biological systems, multiagent and cooperative control, robotics, reinforcement learning, sensor networks, control of cyber-physical and energy-related systems, and control of computing systems.
cs.sy是eess.sy的别名。本部分包括理论和实验研究，涵盖了自动控制系统的各个方面。本节主要介绍利用建模、仿真和优化工具进行控制系统分析和设计的方法。具体研究领域包括非线性、分布式、自适应、随机和鲁棒控制，以及混合和离散事件系统。应用领域包括汽车和航空航天控制系统、网络控制、生物系统、多智能体和协作控制、机器人学、强化学习、传感器网络、信息物理和能源相关系统的控制以及计算系统的控制。
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一级分类：Mathematics        数学
二级分类：Optimization and Control        优化与控制
分类描述：Operations research, linear programming, control theory, systems theory, optimal control, game theory
运筹学，线性规划，控制论，系统论，最优控制，博弈论
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一级分类：Statistics        统计学
二级分类：Machine Learning        机器学习
分类描述：Covers machine learning papers (supervised, unsupervised, semi-supervised learning, graphical models, reinforcement learning, bandits, high dimensional inference, etc.) with a statistical or theoretical grounding
覆盖机器学习论文（监督，无监督，半监督学习，图形模型，强化学习，强盗，高维推理等）与统计或理论基础
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英文摘要：
  In this paper, we propose a novel policy iteration method, called dynamic policy programming (DPP), to estimate the optimal policy in the infinite-horizon Markov decision processes. We prove the finite-iteration and asymptotic l\infty-norm performance-loss bounds for DPP in the presence of approximation/estimation error. The bounds are expressed in terms of the l\infty-norm of the average accumulated error as opposed to the l\infty-norm of the error in the case of the standard approximate value iteration (AVI) and the approximate policy iteration (API). This suggests that DPP can achieve a better performance than AVI and API since it averages out the simulation noise caused by Monte-Carlo sampling throughout the learning process. We examine this theoretical results numerically by com- paring the performance of the approximate variants of DPP with existing reinforcement learning (RL) methods on different problem domains. Our results show that, in all cases, DPP-based algorithms outperform other RL methods by a wide margin.
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PDF链接：
https://arxiv.org/pdf/1004.2027

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