Abstract
An imposing task for a reinforcement learning agent in an uncertain environment is to expeditiously learn a policy or a sequence of actions, with which it can achieve the desired goal. In this article, we present an incremental model learning scheme to reconstruct the model of a stochastic environment. In the proposed learning scheme, we introduce a clustering algorithm to assimilate the model information and estimate the probability for each state transition. In addition, utilizing the reconstructed model, we present an experience replay strategy to create virtual interactive experiences by incorporating a balance between exploration and exploitation, which greatly accelerates learning and enables planning. Furthermore, we extend the proposed learning scheme for a multiagent framework to decrease the effort required for exploration and to reduce the learning time in a large environment. In this multiagent framework, we introduce a knowledge-sharing algorithm to share the reconstructed model information among the different agents, as needed, and develop a computationally efficient knowledge fusing mechanism to fuse the knowledge acquired using the agents' own experience with the knowledge received from its teammates. Finally, the simulation results with comparative analysis are provided to demonstrate the efficacy of the proposed methods in the complex learning tasks.