Q-Learning as a montone scheme

Lingyi Yang

Keywords: reinforcement learning, Q-learning, monotone, numerical methods

Abstract:

Stability issues with reinforcement learning methods persist.
To better understand some of these stability and convergence issues involving deep reinforcement learning methods, we examine a simple linear quadratic example.
We interpret the convergence criterion of exact Q-learning in the sense of a monotone scheme and discuss consequences of function approximation on monotonicity properties.

Submission Number: 101