Historical Temporal Difference Learning: Some Initial Results
Hengshuai Yao, Dongcui Diao, Zengqi Sun · 2006
In this paper, we develop a multi-step prediction algorithm that is guaranteed to converge when using general function approximation. Besides, the new algorithm should satisfy the following requirements: first, it does not have to be faster than TD(0) in the look-up table representation; however, the new algorithm should be faster than residual gradient method. Second, the new algorithm should learn optimally