2015
On the Rate of Convergence and Error Bounds for LSTD(λ)
ICML 2015poster
We consider LSTD(λ), the least-squares temporal-difference algorithm with eligibility traces algorithm proposed by Boyan (2002). It computes a linear approximation of the value function of a fixed policy in a large Markov Decision Process. Under a β-mixing assumption, we derive, for any value of λ∈(…