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Main Author: Liu, Xingtu
Format: Preprint
Published: 2025
Subjects:
Online Access:https://arxiv.org/abs/2509.18964
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author Liu, Xingtu
author_facet Liu, Xingtu
contents This paper establishes central limit theorems for Polyak-Ruppert averaged Q-learning under asynchronous updates. We prove a non-asymptotic central limit theorem, where the convergence rate in Wasserstein distance explicitly reflects the dependence on the number of iterations, state-action space size, the discount factor, and the quality of exploration. In addition, we derive a functional central limit theorem, showing that the partial-sum process converges weakly to a Brownian motion.
format Preprint
id arxiv_https___arxiv_org_abs_2509_18964
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Central Limit Theorems for Asynchronous Averaged Q-Learning
Liu, Xingtu
Machine Learning
Optimization and Control
This paper establishes central limit theorems for Polyak-Ruppert averaged Q-learning under asynchronous updates. We prove a non-asymptotic central limit theorem, where the convergence rate in Wasserstein distance explicitly reflects the dependence on the number of iterations, state-action space size, the discount factor, and the quality of exploration. In addition, we derive a functional central limit theorem, showing that the partial-sum process converges weakly to a Brownian motion.
title Central Limit Theorems for Asynchronous Averaged Q-Learning
topic Machine Learning
Optimization and Control
url https://arxiv.org/abs/2509.18964