A Concentration Bound for LSPE($λ$)

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Nov 04, 2021
Vivek S. Borkar, Siddharth Chandak, Harsh Dolhare

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The popular LSPE($\lambda$) algorithm for policy evaluation is revisited to derive a concentration bound that gives high probability performance guarantees from some time on.

* 12 pages, submitted to JMLR  
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