Distributional Reinforcement Learning

Definition

Distributional RL treats the Reward $R(x,a)$ as a Random Variable, and uses random return $Z^{\pi }(x,a)=\sum _{t\ge 0}{\gamma }^{t}R(x_t,a_t)$, called an action-value distribution, instead of the Action-Value Function.

Algorithms

C51

QR-DQN

IQN