Asymptotic analysis of value prediction by well-specified and misspecified models

DOI10.1016/J.NEUNET.2012.03.004zbMATH Open1251.62034DBLPjournals/nn/UenoMI12OpenAlexW2033534582WikidataQ51610451 ScholiaQ51610451MaRDI QIDQ448322FDOQ448322

Authors Tsuyoshi Ueno, Shin Ishii, Shin-Ichi Maeda

Publication date 30 August 2012

Published in Neural Networks (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.neunet.2012.03.004

zbMATH Keywords

M-estimatorsasymptotic analysispolicy evaluationreinforcement learningsemiparametric statistical inference

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05)

Recommendations

• Generalized TD learning
• Analytical mean squared error curves for temporal difference learning
• On the convergence of temporal-difference learning with linear function approximation
• A finite time analysis of temporal difference learning with linear function approximation
• Advances in Artificial Intelligence

Cites work

• scientific article; zbMATH DE number 1321699 (Why is no real title available?)
• A new look at the statistical model identification
• Algorithms for reinforcement learning.
• An analysis of temporal-difference learning with function approximation
• Asymptotic analysis of value prediction by well-specified and misspecified models
• Generalised information criteria in model selection
• Generalized TD learning
• Linear least-squares algorithms for temporal difference learning
• Stochastic optimal control. The discrete time case
• Technical update: Least-squares temporal difference learning
• The optimal unbiased value estimator and its relation to LSTD, TD and MC

Cited in

(1)

• Asymptotic analysis of value prediction by well-specified and misspecified models

This page was built for publication: Asymptotic analysis of value prediction by well-specified and misspecified models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q448322)