We propose novel policy search algorithms in the context of off-policy, batch
mode reinforcement learning (RL) with continuous state and action spaces. Given
a batch collection of trajectories, we perform off-line policy evaluation using
an algorithm similar to that by [Fonteneau et al., 2010]. Using this
Monte-Carlo like policy evaluator, we perform policy search in a class of
parameterized policies. We propose both first order policy gradient and second
order policy Newton algorithms. All our algorithms incorporate simultaneous
perturbation estimates for the gradient as well as the Hessian of the
cost-to-go vector, since the latter is unknown and only biased estimates are
available. We demonstrate their practicality on a simple 1-dimensional
continuous state space problem
