arXiv Machine Learning
Aug 24

Smart Exploration in Reinforcement Learning using Bounded Uncertainty Models

The paper introduces BUMEX, a reinforcement learning exploration strategy that leverages a set of prior models containing the true transition kernel and reward function. By optimizing over this model set, the method derives upper and lower bounds on the Q‑function to guide exploration, providing theoretical guarantees of convergence to the optimal policy. When the model set follows a bounded‑parameter MDP structure, the optimization becomes convex, enabling finite‑time convergence under mild assumptions and demonstrating accelerated learning in simulations.

By J. S. van Hulst, W. P. M. H. Heemels, D. J. Antunes