Efficient reinforcement learning in continuous state and action spaces with Dyna and policy approximation

Dyna is an effective reinforcement learning (RL) approach that combines value function evaluation with model learning. However, existing works on Dyna mostly discuss only its efficiency in RL problems with discrete action spaces. This paper proposes a novel Dyna variant, called Dyna-LSTD-PA, aiming to handle problems with continuous action spaces. Dyna-LSTD-PA stands for Dyna based on least-squares temporal difference (LSTD) and policy approximation. Dyna-LSTD-PA consists of two simultaneous, interacting processes. The learning process determines the probability distribution over action spaces using the Gaussian distribution; estimates the underlying value function, policy, and model by linear representation; and updates their parameter vectors online by LSTD(λ). The planning process updates the parameter vector of the value function again by using offline LSTD(λ). Dyna-LSTD-PA also uses the Sherman–Morrison formula to improve the efficiency of LSTD(λ), and weights the parameter vector of the value function to bring the two processes together. Theoretically, the global error bound is derived by considering approximation, estimation, and model errors. Experimentally, Dyna-LSTD-PA outperforms two representative methods in terms of convergence rate, success rate, and stability performance on four benchmark RL problems.