Reinforcement Learning
Supplementary material: Inverse Reinforcement Learning in a ContinuousStateSpacewithFormalGuarantees AProofsoflemmasandtheorems
We note that the interchange of the integral and infinite summation is justified by Section 3.7 in [5], since the coefficients Z Now,define action sequence (a)n such thata1 = a and an = a1 for alln > 1. Then we can use subadditivity of measure to bound the maximum difference across all entries of [kZ]. Therefore, the induced infinity norm error ofbZ isless thanεifthe element wise error isless than ε/k. Therefore,bα>Fφ(s) is ρ-Lipschitz if the absolute value of its derivativeisboundedbyρ,i.e. SincebF has all zeros beyond thek-th column and row, each infinite-matrix bF can be treated as ak k matrix.
ANon-asymptotic Analysisof Non-parametric Temporal-Difference Learning
Theorem 1.Let n 9. Underassumption(A2) with 1 < 1, thereexistapositivereal number independentofnsuchthat, for 0 , (a) Using = 0n Also, simplecomputationsshowthatV is anaffinetransformofr: V (x)= ar(x)+ b, witha =( 1 (1 ")) 1 andb = a Wealsoacknowledgesupport fromthe European Research Council (gran...