Establishes an O(1/k) MSE convergence rate for TD(0) with LFA that is independent of the smallest eigenvalue of the uncentered covariance matrix and robust to ill-conditioning.
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Tsitsiklis and Benjamin Van Roy
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Fast and Robust Convergence Rate for TD(0) with Linear Function Approximation, Universal Learning Steps and I.I.D. Samples
Establishes an O(1/k) MSE convergence rate for TD(0) with LFA that is independent of the smallest eigenvalue of the uncentered covariance matrix and robust to ill-conditioning.