Convergence of Optimistic and Incremental Q-Learning

Part of Advances in Neural Information Processing Systems 14 (NIPS 2001)

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Eyal Even-dar, Yishay Mansour


Vie sho,v the convergence of tV/O deterministic variants of Q(cid:173) learning. The first is the widely used optimistic Q-learning, which initializes the Q-values to large initial values and then follows a greedy policy with respect to the Q-values. We show that setting the initial value sufficiently large guarantees the converges to an E(cid:173) optimal policy. The second is a new and novel algorithm incremen(cid:173) tal Q-learning, which gradually promotes the values of actions that are not taken. We show that incremental Q-learning converges, in the limit, to the optimal policy. Our incremental Q-learning algo(cid:173) rithm can be viewed as derandomization of the E-greedy Q-learning.