Stochastic Reward

A Stochastic Reward is a reward from a stochastic reward generating process.

• See: k-Armed Bandit Task, Reward Generating Process, Delayed Reward.

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References

1992

• (Watkins & Dayan, 1992) ⇒ Christopher J.C.H. Watkins, and Peter Dayan. (1992). “Q-learning." Machine learning 8, no. 3-4
  • QUOTE: ... The stochastic reward and state transition consequent on performing action a at state (x, n) is given as follows. For convenience, define ni =_ ni(x, a), as the index of the ith time action a was tried at state x. Define : if x, a has been executed before episode n otherwise ...

1989

• (Watkins, 1989) ⇒ Christopher J.C.H. Watkins. (1989). “Learning from Delayed Rewards." PhD diss., University of Cambridge.

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