A Finite Sample Complexity Bound for Distributionally Robust Q-learning.

Shengbo Wang Nian Si José H. Blanchet Zhengyuan Zhou

Published in: AISTATS (2023)

Keyphrases

finite sample
uniform convergence
error bounds
worst case
sample size

statistical learning theory
learning rate
state space
upper bound
nearest neighbor

learning algorithm
robust optimization
generalization bounds
sufficient conditions
parzen window

lower bound
support vector machine
statistical learning
generalization error