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math.OC2022
A Non-asymptotic Analysis of Non-parametric Temporal-Difference Learning
Eloïse Berthier, Ziad Kobeissi, Francis Bach
Temporal-difference learning is a popular algorithm for policy evaluation. In this paper, we study the convergence of the regularized non-parametric TD(0) algorithm, in both the in…
cs.LG2022
Temporal Difference Learning with Continuous Time and State in the Stochastic Setting
Ziad Kobeissi, Francis Bach
We consider the problem of continuous-time policy evaluation. This consists in learning through observations the value function associated with an uncontrolled continuous-time stoc…