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

DOI10.1007/S10994-006-5835-ZMaRDI QIDQ5898263zbMATH OpenOpenAlexFDO

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

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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Cites work

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• An analysis of temporal-difference learning with function approximation
• Least squares policy evaluation algorithms with linear function approximation
• Markov chains and stochastic stability
• On stability of nonlinear AR processes with Markov switching
• On the Convergence of Stochastic Iterative Dynamic Programming Algorithms
• On the convergence of temporal-difference learning with linear function approximation
• OnActor-Critic Algorithms
• The convergence of \(TD(\lambda)\) for general \(\lambda\)

Cited in

(4)

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

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