Exploration bonuses and dual control

Finding the Bayesian balance between exploration and exploitation in adaptive optimal control is in general intractable. This paper shows how to compute suboptimal estimates based on a certainty equivalence approximation (Cozzolino, Gonzalez-Zubieta & Miller, 1965) arising from a form of dual control. This systematizes and extends existing uses of exploration bonuses in reinforcement learning (Sutton, 1990). The approach has two components: a statistical model of uncertainty in the world and a way of turning this into exploratory behavior. This general approach is applied to two-dimensional mazes with moveable barriers and its performance is compared with Sutton's DYNA system.