In this paper, we study quantile distributional policy evaluation, where the return distribution under a given policy is approximated by the quantile Bellman fixed point $\bm\eta_m$. We investigate the statistical accuracy of estimating $\bm\eta_m$ across quantile resolutions under Wasserstein distances. Assuming acces...
In this paper, we study how to perform statistical inference for quantile temporal difference learning (QTD) in distributional reinforcement learning. Assuming access to a generative model, we first establish functional central limit theorems for both synchronous and asynchronous QTD, which show that the averaged itera...
A global high-probability last-iterate guarantee for synchronous tabular QTD under general positive, nonincreasing step-size sequences and arbitrary initialization in the natural parameter range is established.
Zijie Cheng, Xiang Li, Yang Peng et al.· 0 citations
We establish a global finite-sample guarantee for synchronous quantile temporal-difference learning (QTD) in tabular distributional reinforcement learning. The proof separates two stability mechanisms. A global comparison argument, based on the order monotonicity of reward cumulative distribution functions and the $W_\...
Zijie Cheng, Xiang Li, Yang Peng et al.· 0 citations
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