A Unified Lyapunov Framework for Finite-Sample Analysis of Reinforcement Learning Algorithms

Reinforcement learning (RL) is a paradigm where an agent learns to accomplish tasks by interacting with the environment, similar to how humans learn. RL is therefore viewed as a promising approach to achieve artificial intelligence, as evidenced by the remarkable empirical successes. However, many RL algorithms are theoretically not well-understood, especially in the setting where function approximation and off-policy sampling are employed. My thesis [1] aims at developing thorough theoretical understanding to the performance of various RL algorithms through finite-sample analysis. Since most of the RL algorithms are essentially stochastic approximation (SA) algorithms for solving variants of the Bellman equation, the first part of thesis is dedicated to the analysis of general SA involving a contraction operator, and under Markovian noise. We develop a Lyapunov approach where we construct a novel Lyapunov function called the generaled Moreau envelope. The results on SA enable us to establish finite-sample bounds of various RL algorithms in the tabular setting (cf. Part II of the thesis) and when using function approximation (cf. Part III of the thesis), which in turn provide theoretical insights to several important problems in the RL community, such as the efficiency of bootstrapping, the bias-variance trade-off in off-policy learning, and the stability of off-policy control. The main body of this document provides an overview of the contributions of my thesis. © 2023 Copyright is held by the owner/author(s).