Prioritized Sweeping: Reinforcement Learning with Less Data and Less Time

We present a new algorithm, Prioritized Sweeping, for e cient prediction and control of stochastic Markov systems. Incremental learning methods such as Temporal Di erencing and Qlearning have fast real time performance. Classical methods are slower, but more accurate, because they make full use of the observations. Prioritized Sweeping aims for the best of both worlds. It uses all previous experiences both to prioritize important dynamic programming sweeps and to guide the exploration of state-space. We compare Prioritized Sweeping with other reinforcement learning schemes for a number of di erent stochastic optimal control problems. It successfully solves large state-space real time problems with which other methods have