Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Universal Reinforcement Learning   We consider an agent interacting with an unmodeled environment. At each time,
the agent makes an observation, takes an action, and incurs a cost. Its actions
can influence future observations and costs. The goal is to minimize the
long-term average cost. We propose a novel algorithm, known as the active LZ
algorithm, for optimal control based on ideas from the Lempel-Ziv scheme for
universal data compression and prediction. We establish that, under the active
LZ algorithm, if there exists an integer $K$ such that the future is
conditionally independent of the past given a window of $K$ consecutive actions
and observations, then the average cost converges to the optimum. Experimental
results involving the game of Rock-Paper-Scissors illustrate merits of the
algorithm.

27
The categories of this paper are: comp-gas
12
The categories of this paper are: nucl-th
19
The categories of this paper are: eess
14
The categories of this paper are: math-ph
29
The categories of this paper are: funct-an
23
The categories of this paper are: solv-int
10
The categories of this paper are: q-bio
5
The categories of this paper are: gr-qc
35
The categories of this paper are: mtrl-th
16
The categories of this paper are: stat
30
The categories of this paper are: q-alg
25
The categories of this paper are: patt-sol
28
The categories of this paper are: alg-geom
3
The categories of this paper are: physics
15
The categories of this paper are: nucl-ex
6
The categories of this paper are: astro-ph