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Paper · arXiv

Evaluating Model-Free Policy Optimization in Masked-Action Environments via an Exact Blackjack Oracle

Infinite-shoe casino blackjack provides a rigorous, exactly verifiable benchmark for discrete stochastic control under dynamically masked actions. Under a fixed Vegas-style ruleset (S17, 3:2 payout, dealer peek, double on any two, double after split, resplit to four), an exact dynamic programming (DP) oracle was derived over 4,600 canonical decision cells. This oracle yielded ground-truth action values, optimal policy labels, and a theoretical expected value (EV) of -0.00161 per hand. To evaluate sample-efficient policy recovery, three model-free optimizers were trained via simulated interaction: masked REINFORCE with a per-cell exponential moving average baseline, simultaneous perturbati...

AuthorsKevin Song
Primary categorycs.LG
Published19 March 2026
Last updated at source19 March 2026
cs.LG
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