Performance Bounds in L_p‐norm for Approximate Value Iteration
DOI10.1137/040614384zbMATH Open1356.90159OpenAlexW2012547817MaRDI QIDQ5453575FDOQ5453575
Authors: Rémi Munos 
Publication date: 3 April 2008
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/040614384
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dynamic programmingstatistical learningerror analysisoptimal controlMarkov decision processesreinforcement learningfunction approximation
Approximation methods and heuristics in mathematical programming (90C59) Dynamic programming in optimal control and differential games (49L20) Markov and semi-Markov decision processes (90C40) Optimal stochastic control (93E20)
Cited In (9)
- Quadratic approximate dynamic programming for input‐affine systems
- Settling the sample complexity of model-based offline reinforcement learning
- Transfer learning for contextual multi-armed bandits
- A perturbation approach to approximate value iteration for average cost Markov decision processes with Borel spaces and bounded costs
- A perturbation approach to a class of discounted approximate value iteration algorithms with Borel spaces
- Performance Loss Bounds for Approximate Value Iteration with State Aggregation
- A unified DC programming framework and efficient DCA based approaches for large scale batch reinforcement learning
- Exploiting action impact regularity and exogenous state variables for offline reinforcement learning
- Multi-agent reinforcement learning: a selective overview of theories and algorithms
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