Batch policy learning in average reward Markov decision processes
平均奖励马尔可夫决策过程中的批量策略学习
We consider the batch (off-line) policy learning problem in the infinite horizon Markov Decision Process. Motivated by mobile health applications, we focus on learning a policy that maximizes the long-term average reward. We propose a doubly robust estimator for the average reward and show that it achieves semiparametric efficiency. Further we develop an optimization algorithm to compute the optimal policy in a parameterized stochastic policy class. The performance of the…