arXiv:2608. 27313v1 Announce Type: cross Abstract: We establish a global finite-sample guarantee for synchronous quantile temporal-difference learning (QTD) in tabular distributional reinforcement learning.
By Zijie Cheng, Xiang Li, Yang Peng, Zhihua Zhang
arXiv:2608. 27313v2 Announce Type: replace-cross Abstract: Quantile temporal-difference learning (QTD) is an effective method for learning return distributions through quantile approximation, yet its finite-time behavior remains poorly understood.
By Zijie Cheng, Xiang Li, Yang Peng, Zhihua Zhang
arXiv:2608. 12973v3 Announce Type: replace-cross Abstract: In this paper, we study online statistical inference for quantile-based distributional policy evaluation, which aims to characterize the distribution of discounted cumulative rewards under a given policy.
By Zijie Cheng, Yang Peng, Zhihua Zhang
arXiv:2609.14922v1 Announce Type: cross
Abstract: For constant-stepsize stochastic approximation (SA), the iterates converge in distribution to a stationary law that depends on the stepsize $\alpha.$...
By Yixuan Zhang, Qiaomin Xie
arXiv:2608. 12973v1 Announce Type: cross Abstract: In this paper, we study how to perform statistical inference for quantile temporal difference learning (QTD) in distributional reinforcement learning.
By Zijie Cheng, Yang Peng, Zhihua Zhang
arXiv:2610. 13901v1 Announce Type: cross Abstract: We study the last iterate of standard asynchronous Q-learning from a single trajectory of a finite Markov decision process.
By Yang Peng
arXiv:2605. 16103v2 Announce Type: replace Abstract: Q-learning is known to suffer from overestimation bias: because the Bellman update maximizes noisy or imperfect action-value estimates, positive errors can be selected and propagated, causing learned values to exceed the true optimal values.
By Donghwan Lee
arXiv:2302.07477v4 Announce Type: replace
Abstract: We study the optimal sample complexity of tabular reinforcement learning for infinite-horizon discounted Markov decision processes. The unrestricte...
By Shengbo Wang, Jose Blanchet, Peter Glynn
arXiv:2609.38880v1 Announce Type: new
Abstract: We study the last iterate of standard tabular temporal-difference (TD) learning from a single trajectory of a finite Markov reward process. For discoun...
By Yang Peng
We study the last iterate of standard tabular temporal-difference (TD) learning from a single trajectory of a finite Markov reward process. For discount factor $γ$, write $H=(1-γ)^{-1}$, and let $μ_{\...
arXiv:2607. 08444v1 Announce Type: cross Abstract: In this paper, we study quantile-based distributional reinforcement learning from the perspective of statistical efficiency.
By Zijie Cheng, Yang Peng, Zhihua Zhang
arXiv:2606. 05967v1 Announce Type: cross Abstract: In this paper, we study the finite-time behavior of the TD(0) temporal-difference method with linear function approximation (LFA).
By Ziad Kobeissi (L2S), \'Elo\"ise Berthier (U2IS)