Sensitive Discount Optimality: Unifying Discounted and Average Reward Reinforcement Learning
Research in reinforcement learning (RL) has thus far concentrated on two optimality criteria: the discounted framework, which has been very well-studied, and the average-reward framework, in which interest is rapidly increasing. In this paper, we present a framework called sensitive discount optimality which ooers an elegant way of linking these two paradigms. Although sensitive discount optimality has been well studied in dynamic programming, with several provably convergent algorithms, it has not received any attention in RL. This framework is based on studying the properties of the expected cumulative discounted reward, as discounting tends to 1. Under these conditions, the cumulative discounted reward can be expanded using a Laurent series expansion to yields a sequence of terms, the rst of which is the average reward, the second involves the average adjusted sum of rewards (or bias), etc. We use the sensitive discount optimality framework to derive a new model-free average reward technique, which is related to Q-learning type methods proposed by Bertsekas, Schwartz, and Singh, but which unlike these previous methods, optimizes both the rst and second terms in the Laurent series (average reward and bias values). Statement: This paper has not been submitted to any other conference.