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A Diffusion Approximation for Temporal-Difference Learning with Linear Features under Markovian Noise

paperactiveprovisionala-diffusion-approximation-for-temporal-difference-learning-with-linear-features-under-markovian-noise-01e6b946·1 events·first seen 7h ago

Aliases: A Diffusion Approximation for Temporal-Difference Learning with Linear Features under Markovian Noise

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4arXiv · cs.LG·7h ago·source ↗

SDE approximation for TD learning with linear features under Markovian noise

A new arXiv preprint replaces the classical ODE description of linear TD(0) learning with a stochastic differential equation (SDE) approximation that accounts for Markovian sampling noise. The model separates contraction dynamics governed by the projected Bellman operator from the influence of Markovian long-run covariance, providing a theoretical explanation for the constant-stepsize error floor. The work is a theoretical contribution to the foundations of reinforcement learning policy evaluation.