A concentration bound for \(\operatorname{LSPE}( \lambda )\)

DOI10.1016/j.sysconle.2022.105418zbMath1505.93252arXiv2111.02644OpenAlexW3215833035MaRDI QIDQ2677709

Vivek S. Borkar, Siddharth Chandak, Harsh Dolhare

Publication date: 5 January 2023

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2111.02644

zbMATH Keywords

reinforcement learningpolicy evaluationconcentration bound\(\operatorname{LSPE}( \lambda )\)

Mathematics Subject Classification ID

Stochastic systems in control theory (general) (93E03)

Cites Work

• Fast projection methods for minimal design problems in linear system theory
• Least squares policy evaluation algorithms with linear function approximation
• Concentration bounds for temporal difference learning with linear function approximation: the case of batch data and uniform sampling
• A concentration bound for contractive stochastic approximation
• Concentration inequalities for Markov chains by Marton couplings and spectral methods
• On the Convergence, Lock-In Probability, and Sample Complexity of Stochastic Approximation
• On the Lock-in Probability of Stochastic Approximation
• Convergence Results for Some Temporal Difference Methods Based on Least Squares
• A Finite Time Analysis of Temporal Difference Learning with Linear Function Approximation
• A Concentration Bound for Stochastic Approximation via Alekseev’s Formula
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