Trading Utility and Uncertainty: Applying the Value of Information to Resolve the Exploration–Exploitation Dilemma in Reinforcement Learning

Author:

Sledge Isaac J.,Príncipe José C.

Publisher

Springer International Publishing

Reference56 articles.

1. Stratonovich, R.L.: On value of information. Izvestiya of USSR Acad. Sci. Tech. Cybern. 5(1), 3–12 (1965)

2. Stratonovich, R.L., Grishanin, B.A.: Value of information when an estimated random variable is hidden. Izvestiya of USSR Acad. Sci. Tech. Cybern. 6(1), 3–15 (1966)

3. von Neumann, J., Morgenstern, O.: Theory of Games and Economic Behavior. Princeton University Press, Princeton (1953)

4. Belavkin, R.V.: Asymmetry of risk and value of information. In: Vogiatzis, C., Walteros, J., Pardalos, P. (eds.) Dynamics of Information Systems, pp. 1–20. Springer, New York (2014)

5. Sledge, I.J., Príncipe, J.C.: Balancing exploration and exploitation in reinforcement learning using a value of information criterion. In: Proceedings of the IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP), New Orleans, LA, USA, pp. 1–5 (2017). Accessed by 5–9 March 2017, https://doi.org/10.1109/ICASSP.2017.7952670

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