Questions tagged [discount-factor]

Use for question involving discount factor (γ) in reinforcement learning.

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Does everyone still use discount rates?

In Section 10.4 of Sutton and Barto's RL book, they argue that the discount rate $\gamma$ has no effect in continuing settings. They show (at least for one objective function) that the average of the ...
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Combine DQN with the Average Reward setting

I have to deal with a non-episodic task, where there is addittionally a continuous state space and more specifically in each time step there is always a new state that has never been seen before. I ...
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Relation between discounted MDP and stochastic shortest path problems in RL

I have been reading about discounted MDPs and Stochastic Shortest Path (SSP). I recently came to know (from a friend) that every discounted MDP can be converted to an equivalent SSP but not the other ...
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Is it better to model a Contextual Multi-Armed Bandit problem as an MDP with a non-zero discount factor than treating it as it is?

I'd like to ask if it is, generally, better to model a problem that naturally appears as a Contextual Multi-Armed Bandit like Recommender Systems as an Markov Decision Process with a non-zero discount ...