Incremental Multi Step R Learning 

Aim To investigate the model free multi step average reward reinforcement learning algorithm. Methods By combining the R learning algorithms with the temporal difference learning (TD( λ ) learning) algorithms for average reward problems, a novel incremental algorithm, called R( λ ) learning, was proposed. Results and Conclusion The proposed algorithm is a natural extension of the Q( λ) learning, the multi step discounted reward reinforcement learning algorithm, to the average reward cases. Simulation results show that the R( λ ) learning with intermediate λ values makes significant performance improvement over the simple R learning.