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 Reinforcement Learning



In this section, we present detailed proofs for the theoretical derivation of Thm. 1, which aims to solvethefollowingoptimizationproblem: min

Neural Information Processing Systems

These assumptions are not strong and can be satisfied in most of environments includes MuJoCo, Atarigamesandsoon. Let f be an Lebesgue integrable function, P and Q are two probability distributions, |f| C,then EP(x)f(x) EQ(x)f(x) CDTV(P,Q) (5) Proof. Suppose there are two actions a1, a2 under state s, and let Q1(s,a1) = u, Q1(s,a2) = v. In this way, we can derive the upper bound of Ea π2Q1(s,a) Ea π1Q1(s,a)asabove. Since both sides of the above equation have the same minimum (here the minima are given by Qk = Q), we can replace the objective in Problem 2 with the upper bound in Eq. (10) and solve therelaxedoptimizationproblem.









AUnifiedSwitchingSystemPerspectiveand ConvergenceAnalysisofQ-LearningAlgorithms

Neural Information Processing Systems

However, its application to Q-learning has been limited due to the presence of the max-operator, which makes the associated ODE model a complex nonlinear system. In contrast, the associated ODE of TD learning for policy evaluation is a linear system, whose asymptotic stability is much easier to analyze in general.