Optimal Oracle Inequalities for Projected Fixed-Point Equations, with Applications to Policy Evaluation

DOI10.1287/moor.2022.1341arXiv2012.05299OpenAlexW4312226534MaRDI QIDQ6122586

Wenlong Mou, Ashwin Pananjady, Martin J. Wainwright

Publication date: 1 March 2024

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2012.05299

zbMATH Keywords

stochastic approximationGalerkin methodslinear fixed-point equationstemporal-difference methodslocal minimax lower bounds

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Markov processes: estimation; hidden Markov models (62M05) Markov and semi-Markov decision processes (90C40) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15)

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