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Authors:
(1) Jongmin Lee, Department of Mathematical Science, Seoul National University;
(2) Ernest K. Ryu, Department of Mathematical Science, Seoul National University and Interdisciplinary Program in Artificial Intelligence, Seoul National University.
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1.1 Notations and preliminaries
2.1 Accelerated rate for Bellman consistency operator
2.2 Accelerated rate for Bellman optimality opera
5 Approximate Anchored Value Iteration
6 Gauss–Seidel Anchored Value Iteration
7 Conclusion, Acknowledgments and Disclosure of Funding and References
F Omitted proofs in Section 6
Next, we prove following key lemma
Proof of Lemma 21. First, we prove first inequality in Lemma 21 by induction.
If k= 0,
By induction,
First, we prove second inequality in Lemma 21 by induction.
If k= 0,
By induction.
Now, we prove the first rate in Theorem 7.
For the second rates of Theorem 7, we introduce following lemma.
Now, we prove the second rates in Theorem 7.
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This paper is available on arxiv under CC BY 4.0 DEED license.
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