arXiv:2606. 15247v1 Announce Type: cross Abstract: The asymptotic behaviour of Monte Carlo Exploring Starts (MCES) is a long-standing open question in reinforcement learning, even in the tabular setting.
By Octave Oliviers, Glenn Vinnicombe
arXiv:2505.01361v3 Announce Type: replace
Abstract: Temporal difference (TD) learning is a foundational algorithm in reinforcement learning (RL). For nearly forty years, TD learning has served as a w...
By Hwanwoo Kim, Panos Toulis, Eric Laber
The paper introduces a model-based bootstrap framework for uncertainty quantification in offline policy evaluation (OPE) within finite-horizon, time-inhomogeneous Markov decision processes. Unlike traditional bootstrap methods that resample entire episodes, this approach regenerates trajectories from an estimated MDP, enabling use of diverse offline data formats such as complete trajectories, transition-level observations, and trajectory fragments. The authors prove bootstrap distributional consistency, asymptotically valid confidence intervals, and consistent variance estimation, and demonstrate through simulations that the method yields tighter confidence intervals and more accurate variance estimates compared to existing techniques.
By Weiwei Wang, Yuqiang Li, Xianyi Wu, Bingyi Jing
The paper introduces a model‑free continuous‑time reinforcement learning algorithm that learns from a fixed batch of discrete‑time off‑policy data. It builds on the PhiBE‑Q framework to create a PhiBE‑PI policy iteration that uses a single state‑action critic, avoiding explicit drift or diffusion estimation. The authors provide a local end‑to‑end suboptimality guarantee under linear function approximation, analyze error propagation from discretization, function approximation, and finite samples, and reveal a bias‑variance trade‑off where finer time discretization can worsen statistical error.
By Chaorui Yao, Yuming Paul Zhang, Lin Yang, Yuhua Zhu
arXiv:2512. 06244v2 Announce Type: replace Abstract: The exploration-exploitation dilemma in reinforcement learning (RL) is a fundamental challenge to efficient RL algorithms.
By Caleb Ju, Guanghui Lan
In value-based reinforcement learning, improving the accuracy of policy evaluation has been shown to improve downstream policy optimization performance. The widely adopted family of approximations rel...