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conference paper

Distributed Value-Function Learning with Linear Convergence Rates

Cassano, Lucas  
•
Yuan, Kun  
•
Sayed, Ali H.  
January 1, 2019
2019 18Th European Control Conference (Ecc)
18th European Control Conference (ECC)

In this paper we develop a fully decentralized algorithm for policy evaluation with off-policy learning and linear function approximation. The proposed algorithm is of the variance reduced kind and achieves linear convergence with O(1) memory requirements. We consider the case where a collection of agents have distinct and fixed size datasets gathered following different behavior policies (none of which is required to explore the full state space) and they all collaborate to evaluate a common target policy. The network approach allows all agents to converge to the optimal solution even in situations where neither agent can converge on its own without cooperation. We provide simulations to illustrate the effectiveness of the method in a Linear Quadratic Regulator (LQR) problem.

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Type
conference paper
DOI
10.23919/ECC.2019.8795670
Web of Science ID

WOS:000490488300081

Author(s)
Cassano, Lucas  
Yuan, Kun  
Sayed, Ali H.  
Date Issued

2019-01-01

Publisher

IEEE

Publisher place

New York

Published in
2019 18Th European Control Conference (Ecc)
ISBN of the book

978-3-907144-00-8

Start page

505

End page

511

Subjects

Automation & Control Systems

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
ASL  
Event nameEvent placeEvent date
18th European Control Conference (ECC)

Naples, ITALY

Jun 25-28, 2019

Available on Infoscience
October 27, 2019
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/162384
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