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Convergent Reinforcement Learning with Value Function Interpolation

. TR-2001-02. Mindmaker Ltd., Budapest 1121, Konkoly Th. M. u. 29-33, HUNGARY, (2000)

Abstract

We consider the convergence of a class of reinforcement learning algorithms combined with value function interpolation methods using the methods developed in (Littman and Szepesvari, 1996). As a special case of the obtained general results, for the first time, we prove the (almost sure) convergence of Q-learning when combined with value function interpolation in uncountable spaces.

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