A Unified Switching System Perspective and Convergence Analysis of Q-Learning Algorithms

Part of Advances in Neural Information Processing Systems 33 pre-proceedings (NeurIPS 2020)

Bibtex »Paper »Supplemental »

Bibtek download is not availble in the pre-proceeding


Authors

Donghwan Lee, Niao He

Abstract

<p>This paper develops a novel and unified framework to analyze the convergence of a large family of Q-learning algorithms from the switching system perspective. We show that the nonlinear ODE models associated with Q-learning and many of its variants can be naturally formulated as affine switching systems. Building on their asymptotic stability, we obtain a number of interesting results: (i) we provide a simple ODE analysis for the convergence of asynchronous Q-learning under relatively weak assumptions; (ii) we establish the first convergence analysis of the averaging Q-learning algorithm; and (iii) we derive a new sufficient condition for the convergence of Q-learning with linear function approximation.</p>