Bellman Residual Minimization for Control: Geometry, Stationarity, and Convergence

Fuente: arXiv
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Autori principali: Lee, Donghwan, Yang, Hyukjun
Natura: Preprint
Pubblicazione: 2026
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author Lee, Donghwan
Yang, Hyukjun
author_facet Lee, Donghwan
Yang, Hyukjun
contents Markov decision problems are most commonly solved via dynamic programming. Another approach is Bellman residual minimization, which directly minimizes the squared Bellman residual objective function. However, compared to dynamic programming, this approach has received relatively less attention, mainly because it is often less efficient in practice and can be more difficult to extend to model-free settings such as reinforcement learning. Nonetheless, Bellman residual minimization has several advantages that make it worth investigating, such as more stable convergence with function approximation for value functions. While Bellman residual methods for policy evaluation have been widely studied, methods for policy optimization (control tasks) have been scarcely explored. In this paper, we establish foundational results for the control Bellman residual minimization for policy optimization.
format Preprint
id arxiv_https___arxiv_org_abs_2601_18840
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Bellman Residual Minimization for Control: Geometry, Stationarity, and Convergence
Lee, Donghwan
Yang, Hyukjun
Machine Learning
Systems and Control
Markov decision problems are most commonly solved via dynamic programming. Another approach is Bellman residual minimization, which directly minimizes the squared Bellman residual objective function. However, compared to dynamic programming, this approach has received relatively less attention, mainly because it is often less efficient in practice and can be more difficult to extend to model-free settings such as reinforcement learning. Nonetheless, Bellman residual minimization has several advantages that make it worth investigating, such as more stable convergence with function approximation for value functions. While Bellman residual methods for policy evaluation have been widely studied, methods for policy optimization (control tasks) have been scarcely explored. In this paper, we establish foundational results for the control Bellman residual minimization for policy optimization.
title Bellman Residual Minimization for Control: Geometry, Stationarity, and Convergence
topic Machine Learning
Systems and Control
url https://arxiv.org/abs/2601.18840