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The goal of this paper is to study a distributed version of the gradient temporal-difference (GTD) learning algorithm for multi-agent Markov decision processes (MDPs). The temporal difference (TD) learning is a reinforcement learning (RL)…

Optimization and Control · Mathematics 2018-08-23 Donghwan Lee , Hyungjin Yoon , Naira Hovakimyan

We study the policy evaluation problem in multi-agent reinforcement learning, modeled by a Markov decision process. In this problem, the agents operate in a common environment under a fixed control policy, working together to discover the…

Optimization and Control · Mathematics 2020-01-13 Thinh T. Doan , Siva Theja Maguluri , Justin Romberg

We study the policy evaluation problem in multi-agent reinforcement learning. In this problem, a group of agents works cooperatively to evaluate the value function for the global discounted accumulative reward problem, which is composed of…

Optimization and Control · Mathematics 2019-06-04 Thinh T. Doan , Siva Theja Maguluri , Justin Romberg

Temporal difference learning (TD) is a simple iterative algorithm used to estimate the value function corresponding to a given policy in a Markov decision process. Although TD is one of the most widely used algorithms in reinforcement…

Machine Learning · Computer Science 2018-11-07 Jalaj Bhandari , Daniel Russo , Raghav Singal

The goal of this paper is to investigate distributed temporal difference (TD) learning for a networked multi-agent Markov decision process. The proposed approach is based on distributed optimization algorithms, which can be interpreted as…

Machine Learning · Computer Science 2025-05-14 Han-Dong Lim , Donghwan Lee

In this paper, we introduce proximal gradient temporal difference learning, which provides a principled way of designing and analyzing true stochastic gradient temporal difference learning algorithms. We show how gradient TD (GTD)…

Machine Learning · Computer Science 2020-06-09 Bo Liu , Ian Gemp , Mohammad Ghavamzadeh , Ji Liu , Sridhar Mahadevan , Marek Petrik

We study the policy evaluation problem in multi-agent reinforcement learning where a group of agents, with jointly observed states and private local actions and rewards, collaborate to learn the value function of a given policy via local…

Optimization and Control · Mathematics 2021-11-08 Dongsheng Ding , Xiaohan Wei , Zhuoran Yang , Zhaoran Wang , Mihailo R. Jovanović

In this paper we propose several novel distributed gradient-based temporal difference algorithms for multi-agent off-policy learning of linear approximation of the value function in Markov decision processes with strict information…

Machine Learning · Computer Science 2021-04-20 Milos S. Stankovic , Marko Beko , Srdjan S. Stankovic

In traditional statistical learning, data points are usually assumed to be independently and identically distributed (i.i.d.) following an unknown probability distribution. This paper presents a contrasting viewpoint, perceiving data points…

Machine Learning · Computer Science 2025-08-19 Yangchen Pan , Junfeng Wen , Chenjun Xiao , Philip Torr

We devise a distributional variant of gradient temporal-difference (TD) learning. Distributional reinforcement learning has been demonstrated to outperform the regular one in the recent study \citep{bellemare2017distributional}. In the…

Machine Learning · Computer Science 2019-04-04 Chao Qu , Shie Mannor , Huan Xu

Value functions arise as a component of algorithms as well as performance metrics in statistics and engineering applications. Computation of the associated Bellman equations is numerically challenging in all but a few special cases. A…

Systems and Control · Computer Science 2018-12-27 Adithya M. Devraj , Sean P. Meyn

Temporal difference learning with linear function approximation is a popular method to obtain a low-dimensional approximation of the value function of a policy in a Markov Decision Process. We give a new interpretation of this method in…

Machine Learning · Computer Science 2020-10-29 Rui Liu , Alex Olshevsky

Temporal difference learning (TD) is a foundational concept in reinforcement learning (RL), aimed at efficiently assessing a policy's value function. TD($\lambda$), a potent variant, incorporates a memory trace to distribute the prediction…

Machine Learning · Computer Science 2024-02-13 Jianfei Ma

Value functions derived from Markov decision processes arise as a central component of algorithms as well as performance metrics in many statistics and engineering applications of machine learning techniques. Computation of the solution to…

Machine Learning · Computer Science 2020-03-02 Adithya M. Devraj , Ioannis Kontoyiannis , Sean P. Meyn

Temporal difference (TD) learning is a fundamental algorithm for estimating value functions in reinforcement learning. Recent finite-time analyses of TD with linear function approximation quantify its theoretical convergence rate. However,…

Machine Learning · Computer Science 2026-03-04 Yunxiang Li , Mark Schmidt , Reza Babanezhad , Sharan Vaswani

Value function approximation is a crucial module for policy evaluation in reinforcement learning when the state space is large or continuous. The present paper takes a generative perspective on policy evaluation via temporal-difference (TD)…

Machine Learning · Statistics 2021-12-03 Qin Lu , Georgios B. Giannakis

Off-policy algorithms, in which a behavior policy differs from the target policy and is used to gain experience for learning, have proven to be of great practical value in reinforcement learning. However, even for simple convex problems…

Machine Learning · Computer Science 2022-09-13 Rong J. B. Zhu , James M. Murray

Temporal difference (TD) methods constitute a class of methods for learning predictions in multi-step prediction problems, parameterized by a recency factor lambda. Currently the most important application of these methods is to temporal…

Artificial Intelligence · Computer Science 2008-02-03 P. Cichosz

Off-policy learning enables a reinforcement learning (RL) agent to reason counterfactually about policies that are not executed and is one of the most important ideas in RL. It, however, can lead to instability when combined with function…

Machine Learning · Computer Science 2025-03-03 Xiaochi Qian , Shangtong Zhang

Temporal difference (TD) learning is an important approach in reinforcement learning, as it combines ideas from dynamic programming and Monte Carlo methods in a way that allows for online and incremental model-free learning. A key idea of…

Machine Learning · Computer Science 2018-09-21 Kristopher De Asis , Brendan Bennett , Richard S. Sutton
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