Q($\gamma_H$): Entropy-Guided Horizon Mixing in Multi-Discount Q-Learning

arXiv:2610.21764v1 Announce Type: new Abstract: A fixed discount factor in Q-learning imposes a single planning horizon throughout training, despite the differing demands of early exploration and long-term credit assignment. We propose Q($\gamma_H$), a multi-horizon Q-learning framework that maintains multiple discount-specific heads and adaptively combines them at control time using an entropy-derived confidence signal. The resulting state-dependent mixing weights shift control from shorter- to longer-horizon heads as policy confidence increases, enabling adaptive horizon mixing without modifying individual Bellman updates. Across classical control and deep reinforcement-learning benchmarks, Q($\gamma_H$) shows its strongest improvements on delayed-credit tasks relative to strong fixed-discount baselines. By decoupling horizon adaptation from the underlying learning updates, Q($\gamma_H$) provides a lightweight framework for adaptive planning-horizon control in reinforcement learning, avoiding the need for manual discount-factor selection while remaining compatible with standard value-learning methods.