Asymptotic analysis of temporal-difference learning algorithms with constant step-sizes

DOI10.1007/S10994-006-5835-ZzbMATH Open1470.68185OpenAlexW2054567935MaRDI QIDQ5898263FDOQ5898263

Authors: Vladislav B. Tadić 

Publication date: 22 November 2006

Published in: Machine Learning (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10994-006-5835-z

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zbMATH Keywords

stochastic approximationMarkov chainsreinforcement learningtemporal-difference learningneuro-dynamic programming

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Learning and adaptive systems in artificial intelligence (68T05) Analysis of algorithms (68W40) Queueing theory (aspects of probability theory) (60K25)

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Cited In (4)

• Error bounds for constant step-size \(Q\)-learning
• Asymptotic analysis of temporal-difference learning algorithms with constant step-sizes
• Is Temporal Difference Learning Optimal? An Instance-Dependent Analysis
• On the convergence of temporal-difference learning with linear function approximation

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