UVIP: model-free approach to evaluate reinforcement learning algorithms

DOI10.1007/S10957-025-02903-1MaRDI QIDQ6849471zbMATH OpenFDO

Authors D. Belomestny, Ilya Levin, Alexey Naumov, S. P. Samsonov

Publication date 5 March 2026

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

policy evaluationreinforcement learningmodel-free algorithmpolicy errortight confidence intervals for optimal value function

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Markov and semi-Markov decision processes (90C40)

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