Q -Learning with Linear Function Approximation

Francisco S. Melo, M. Isabel Ribeiro

Abstract: In this paper, we analyze the convergence of Q-learning with linear function approximation. We identify a set of conditions that implies the convergence of this method with probability 1, when a fixed learning policy is used. We discuss the differences and similarities between our results and those obtained in several related works. We also discuss the applicability of this method when a changing policy is used. Finally, we describe the applicability of this approximate method in partially observable scenarios.