Optimal Multi-Reward Reinforcement Learning
We study an unknown-transition finite-horizon Markov decision process (MDP) with a finite collection of known reward functions $\{r^1, r^2, \ldots, r^M\}$. The goal is to output an $\epsilon$-optimal policy for every reward using online episodic interaction only. Performance is measured by the policy error $V_{0}^{*, m...