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Off-Policy Temporal Difference Learning with Bellman Residuals

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Listed:
  • Shangdong Yang

    (School of Computer Science, Nanjing University of Posts and Telecommunications, Nanjing 210023, China)

  • Dingyuanhao Sun

    (School of Computer Science, Nanjing University of Posts and Telecommunications, Nanjing 210023, China)

  • Xingguo Chen

    (School of Computer Science, Nanjing University of Posts and Telecommunications, Nanjing 210023, China)

Abstract

In reinforcement learning, off-policy temporal difference learning methods have gained significant attention due to their flexibility in utilizing existing data. However, traditional off-policy temporal difference methods often suffer from poor convergence and stability when handling complex problems. To address these issues, this paper proposes an off-policy temporal difference algorithm with Bellman residuals (TDBR). By incorporating Bellman residuals, the proposed algorithm effectively improves the convergence and stability of the off-policy learning process. This paper first introduces the basic concepts of reinforcement learning and value function approximation, highlighting the importance of Bellman residuals in off-policy learning. Then, the theoretical foundation and implementation details of the TDBR algorithm are described in detail. Experimental results in multiple benchmark environments demonstrate that the TDBR algorithm significantly outperforms traditional methods in terms of both convergence speed and solution quality. Overall, the TDBR algorithm provides an effective and stable solution for off-policy reinforcement learning with broad application prospects. Future research can further optimize the algorithm parameters and extend its application to continuous state and action spaces to enhance its applicability and performance in real-world problems.

Suggested Citation

  • Shangdong Yang & Dingyuanhao Sun & Xingguo Chen, 2024. "Off-Policy Temporal Difference Learning with Bellman Residuals," Mathematics, MDPI, vol. 12(22), pages 1-18, November.
  • Handle: RePEc:gam:jmathe:v:12:y:2024:i:22:p:3603-:d:1523394
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    References listed on IDEAS

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    1. Volodymyr Mnih & Koray Kavukcuoglu & David Silver & Andrei A. Rusu & Joel Veness & Marc G. Bellemare & Alex Graves & Martin Riedmiller & Andreas K. Fidjeland & Georg Ostrovski & Stig Petersen & Charle, 2015. "Human-level control through deep reinforcement learning," Nature, Nature, vol. 518(7540), pages 529-533, February.
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