Reinforcement Learning in Continuous Action Spaces

Abstract

Quite some research has been done on Reinforcement Learning in continuous environments, but the research on problems where the actions can also be chosen from a continuous space is much more limited. We present a new class of algorithms named Continuous Actor Critic Learning Automaton (CACLA) that can handle continuous states and actions. The resulting algorithm is straightforward to implement. An experimental comparison is made between this algorithm and other algorithms that can handle continuous action spaces. These experiments show that CACLA performs much better than the other algorithms, especially when it is combined with a Gaussian exploration method.