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

DOI10.1016/j.neunet.2012.03.004zbMath1251.62034OpenAlexW2033534582WikidataQ51610451 ScholiaQ51610451MaRDI QIDQ448322

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 analysisreinforcement learningpolicy evaluationsemiparametric statistical inference

Mathematics Subject Classification ID

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

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

Cites Work

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• Stochastic optimal control. The discrete time case
• Technical update: Least-squares temporal difference learning
• Algorithms for Reinforcement Learning
• An analysis of temporal-difference learning with function approximation
• Generalised information criteria in model selection
• A new look at the statistical model identification

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