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Discounted Reinforcement Learning Is Not an Optimization Problem

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arxiv 1910.02140 v3 pith:OYNTO4RR submitted 2019-10-04 cs.AI

classification cs.AI
keywords learningoptimizationreinforcementapproximationaveragecontinuingdiscountedformulation
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Discounted reinforcement learning is fundamentally incompatible with function approximation for control in continuing tasks. It is not an optimization problem in its usual formulation, so when using function approximation there is no optimal policy. We substantiate these claims, then go on to address some misconceptions about discounting and its connection to the average reward formulation. We encourage researchers to adopt rigorous optimization approaches, such as maximizing average reward, for reinforcement learning in continuing tasks.

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Cited by 2 Pith papers

Reviewed papers in the Pith corpus that reference this work. Sorted by Pith novelty score. Full citation record

  1. EVAL: EigenVector-based Average-reward Learning

    cs.LG 2025-01 conditional novelty 6.0 of 10

    EVAL learns the optimal policy for entropy-regularized average-reward MDPs by training neural networks to approximate the dominant eigenvector of a tilted transition matrix, with a variant that recovers the unregulari...

  2. Average-Reward Soft Actor-Critic

    cs.LG 2025-01 reject novelty 4.0 of 10

    ASAC extends soft actor-critic to the entropy-regularized average-reward setting with a policy improvement theorem, but its claimed novelty is undermined by the earlier RVI-SAC algorithm.

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