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I am new to reinforcement learning. Lately, I have learned Q-learning using the following tutorial.

Is Q-learning still possible if the environment is dynamic. Using the environment of the tutorial as an example, in some states it is possible to go from room 0 to room 1 and and it is not possible to go from room 0 to 4.

Is it possible to use Q-learning in a problem like that? if not is there an algorithm that handle dynamic environments?

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In general you can't change the state and action spaces (rows and columns of your reward matrix) since that changes the underlying model that you are sampling with Q-learning. It'd be similar to changing the population your sampling when statistically sampling. Hence, you have to define a set of actions and states that don't change in order to use Q-learning. Instead of the house graph, you'd need something else. Ideally you'd have to come up with a set of states and actions that didn't change as the house's topology changed. E.g. actions could be strategy to use could be the action given the number of rooms in the house and total number of edges (note: this'd probably be a poor choice, but I needed an example.).

All that said Q-learning albeit a little slow is pretty robust to some types of disturbances. If the model doesn't change significantly (e.g. you add a room) and you are exploring a large state space (statistically), then you older policies (solved Q matrices) might be nice breadcrumb trails for your new algorithm's exploration strategy, and the algorithm may re-learn much faster. However, I don't know about the theoretical guarantees (look into terms like "cross learning").

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  • $\begingroup$ Thank you for the clear answer. How about if the rewards change over time for example: sometimes to move from 1 to 5, you have to pay 100 (so in that case it is better to go 1,3,4,5 because you don't have to pay anything). Sometimes, you can go from 1 to 5 for free (so in this case you go from 1 to 5 instead 1,3,4,5). In this case it is possible to use Q-learning ? if not is there a better algorithm that can handle such a case ? $\endgroup$ – user655561 May 14 '14 at 19:10
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    $\begingroup$ In many cases in Q-learning rewards are stochastic. Q-learning will be fine with this. Think of the reward value in the table as being an average reward. For instance if you randomly changed the cost between 50 and 100 each time you took a link, your system observes an average cost of 75. Run it enough, and it should work out. $\endgroup$ – Tim May 14 '14 at 23:38
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    $\begingroup$ BTW: my favorite RL text is webdocs.cs.ualberta.ca/~sutton/book/ebook/the-book.html $\endgroup$ – Tim May 14 '14 at 23:40

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