Bellmanian Bandit Network
Résumé
This paper presents a new reinforcement learning (RL) algorithm called Bellmanian Bandit Network (BBN), where action selection in each state is formalized as a multi-armed bandit problem. The first contribution lies in the definition of an exploratory reward inspired from the intrinsic motivation criterion [1], combined with the RL reward. The second contribution is to use a network of multi-armed bandits to achieve the convergence toward the optimal Q-value function. The BBN algorithm is validated in stationary and non-stationary grid-world environments, comparatively to [1].
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