Reinforcement Learning with Function Approximation for Non-Markov Processes
arXiv:2601.00151v1 Announce Type: new Abstract: We study reinforcement learning methods with linear function approximation under non-Markov state and cost processes. We first consider the policy evaluation method and show that the algorithm converges under suitable ergodicity conditions on the underlying non-Markov processes. Furthermore, we show that the limit corresponds to the fixed point of a joint operator composed of an orthogonal projection and the Bellman operator of an auxiliary emph{Markov} decision process. For Q-learning with linear function approximation, […]