## Estimating Fractional Returns in Markov Decision Processes

##### April 28, 2017

(Just some quick thoughts before I return to typesetting my thesis… I will return to this to flesh things out once I’ve gotten a bit more sleep and organized my thoughts) I am writing my thesis on estimating the variance of the return in Markov Decision Processes using online incremental algorithms, which turns out to a surprisingly complex problem. Having an estimate of the variance is generally agreed to be a good thing, according to a random sampling (N=2) of statisticians I interviewed when writing this blog post. ...