Authors:
(1) Jongmin Lee, Department of Mathematical Science, Seoul National University;
(2) Ernest K. Ryu, Department of Mathematical Science, Seoul National University and Interdisciplinary Program in Artificial Intelligence, Seoul National University.
1.1 Notations and preliminaries
2.1 Accelerated rate for Bellman consistency operator
2.2 Accelerated rate for Bellman optimality opera
5 Approximate Anchored Value Iteration
6 Gauss–Seidel Anchored Value Iteration
7 Conclusion, Acknowledgments and Disclosure of Funding and References
F Omitted proofs in Section 6
Next, we prove following key lemma
Proof of Lemma 21. First, we prove first inequality in Lemma 21 by induction.
If k= 0,
By induction,
First, we prove second inequality in Lemma 21 by induction.
If k= 0,
By induction.
Now, we prove the first rate in Theorem 7.
For the second rates of Theorem 7, we introduce following lemma.
Now, we prove the second rates in Theorem 7.
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