arXiv · 2502.18415
Off-Policy Temporal Difference Learning for Perturbed Markov Decision Processes: Theoretical Insights and Extensive Simulations
Abstract
Dynamic Programming suffers from the curse of dimensionality due to large state and action spaces, a challenge further compounded by uncertainties in the environment. To mitigate these issue, we explore an off-policy based Temporal Difference Approximate Dynamic Programming approach that preserves contraction mapping when projecting the problem into a subspace of selected features, accounting for the probability distribution of the perturbed transition probability matrix. We further demonstrate how this Approximate Dynamic Programming approach can be implemented as a particular variant of the Temporal Difference learning algorithm, adapted for handling perturbations. To validate our theoretical findings, we provide a numerical example using a Markov Decision Process corresponding to a resource allocation problem.
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Ali Forootani, Raffaele Iervolino, Massimo Tipaldi, Mohammad Khosravi. 2025-02-25. Off-Policy Temporal Difference Learning for Perturbed Markov Decision Processes: Theoretical Insights and Extensive Simulations. https://arxiv.org/abs/2502.18415
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