Q-Learning
Overview
Q-learning studies how an agent can estimate the long-term value of each action from rewards and transitions, then choose actions with high estimated value without first learning a full environment model. Methods range from tabular Bellman updates and fitted Q-iteration to deep critics, multi-step and entropy-regularized updates, and offline methods that constrain actions to those supported by data. Theory addresses convergence, finite-sample error, regret, and extensions to robust, risk-sensitive, continuous-time, and multi-agent settings; experiments use benchmarks including Atari, D4RL, and robotic manipulation. A central tension is that bootstrapping and greedy action selection can make learning efficient but amplify estimation errors and instability, particularly with function approximation, off-policy data, sparse coverage, or changing dynamics.
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