Kavli Affiliate: Ran Wang | First 5 Authors: Raman Goyal, Suman Chakravorty, Ran Wang, Mohamed Naveed Gul Mohamed, | Summary: We consider the problem of Reinforcement Learning for nonlinear stochastic dynamical systems. We show that in the RL setting, there is an inherent “Curse of Variance" in addition to Bellman’s infamous “Curse of Dimensionality", in […]
Continue.. On the Convergence of Reinforcement Learning in Nonlinear Continuous State Space Problems