Temporal-Difference Learning

Spiking neural networks (SNNs) offer sparse and event-driven computation, making them attractive for energy-constrained reinforcement learning (RL) on edge devices. In value-based RL, deep spiking Q-networks (DSQNs) combine such efficiency with action-value estimation for decision making. However, existing DSQNs often require multiple simulation timesteps for competitive performance, increasing computational and energy costs, whereas reducing the timesteps can cause substantial performance degradation. We investigate this degradation from the perspective of Q-value estimation errors. By decomposing errors across actions into common-mode and differential-mode components, we find that low-timestep DSQNs suffer disproportionately from common-mode errors shared across action values, which are particularly detrimental to temporal-difference learning through bootstrapped targets. Based on this finding, we propose Common-Mode Compensation Deep Spiking Q-Network (CMC-DSQN), which uses an auxiliary ANN to compensate for common-mode errors in the SNN outputs. At inference, greedy action selection can be performed directly from the SNN outputs, allowing the auxiliary ANN to be completely removed and preserving the energy efficiency of SNNs. Extensive experiments on Atari and MiniAtar environments demonstrate substantial performance improvements under low-timestep settings. CMC-DSQN outperforms state-of-the-art DSQN baselines by nearly $20\%$ at $T=2$ and further surpasses the ANN baseline at $T=4$.

We study last-iterate convergence in unknown two-player zero-sum discounted Markov games with bandit feedback. The players learn independently along a single trajectory without observing each other's actions. We develop Adaptive Regularized TD Learning (ARTD), which achieves a $\widetilde{\mathcal{O}}(t^{-1/4})$ duality gap bound for the current policies under a uniform hitting time assumption, with high probability simultaneously over all rounds and starting states. This improves the $\widetilde{\mathcal{O}}(t^{-1/(9+ν)})$ rate of Cai et al. (2023), for any fixed $ν>0$, under the same feedback model and hitting time assumption. Our algorithm requires no knowledge of the hitting time bound, the time horizon, or the confidence level. To stabilize policy learning as value estimates change, we separate fast temporal difference averaging from bounded value updates. We adapt log-barrier regularization to the progress of value estimation, controlling both policy and value errors throughout learning. Together, these mechanisms enable fast convergence of the policies actually played, even when the players learn independently from bandit feedback.

Off-policy hierarchical reinforcement learning must estimate the values of high-level decisions while the low-level policy changes. HIRO adapts replay data through subgoal relabeling, but after a label change, the value update targets the relabeled subgoal instead of the subgoal the high-level policy originally needed to update. We propose Hierarchical Time-aware Bootstrapping (HTB), which evaluates specified subgoals under the current low-level policy while retaining accumulated task rewards. Remaining execution time distinguishes subgoal continuation from a new high-level decision. Together with primitive-action conditioning, it enables off-policy Bellman updates based on the stationary environment transition law. HTB combines these one-step updates with multi-step suffix returns and truncated relabeling, reducing dependence on intermediate value estimates. A shared value component supports learning across actions, while nonnegative residuals constrain upward corrections relative to that component. At a fixed mixture weight of 0.95, HTB achieves 32.8% AntFall success versus 9.6% for matched local HIRO over five paired seeds at 10M environment steps. Ablations identify contributions from recursive continuation and mixed supervision; fixed-policy tests show more accurate predictions for actions whose returns were excluded from fitting.

Our research investigates how two adaptive AI methods, evolutionary transfer learning and TD(lambda), perform in the three-dimensional chess environment Dragonchess. The game challenges players with its unique board structure and computational load, making it an ideal setting to study how adaptive methods can update evaluation heuristics in novel environments. In this work we re-implement the Dragonchess engine, changing it from a PyGame engine to C++. This enables faster gameplay, allowing us to run 10,000 games with confidence intervals and significance tests, rather than a single small tournament. Both adaptive methods outperform all other agents in the round-robin tournament. Our results showed that there is no significant difference in the performance between the evolved and learned evaluations. This research establishes the efficacy of adaptive methods in structurally complex, novel game domains.

Policy mirror descent (PMD) enjoys fast convergence in regularized Markov decision processes (MDPs), but existing guarantees often rely on exact or increasingly accurate policy evaluation. We analyze PMD coupled with a persistent critic advanced by one temporal-difference (TD) update. For finite discounted MDPs, we establish global linear convergence in value for exact coordinate-wise Bellman updates, with any positive constant actor stepsize and arbitrary finite critic initialization. The proof combines a resolvent-based auxiliary distribution with a decaying Bellman-violation correction and a potential weighted by inverse coordinate weights. We then study stochastic TD-PMD with general strongly convex mirror maps under a single off-policy Markov trajectory. With suitably chosen constant stepsizes and a finite-batch TD update, the method achieves an expected value gap of $ε$ after $\widetilde{O}(1/((1-γ)^5 \widetildeσ_b ε))$ transitions. The stochastic analysis relies on the trajectory-wise Lipschitz continuity of the regularizer, derived from uniform bounds on vertex Bregman divergences, together with a visitation-weighted resolvent estimate for signed critic-error propagation that yields an inverse-linear dependence on behavior coverage $\widetildeσ_b$. In contrast to many prior guarantees for regularized policy optimization, our sample-complexity guarantee holds without trajectory resets, generative-model access, or nested policy-evaluation loops. Numerical results are consistent with the theoretical convergence analysis.

We study the last iterate of standard tabular temporal-difference (TD) learning from a single trajectory of a finite Markov reward process. For discount factor $γ$, write $H=(1-γ)^{-1}$, and let $μ_{\min}$ and $t_{\operatorname{mix}}$ denote the minimum stationary probability and total-variation mixing time. We prove that last-iterate TD achieves sup-norm error at most $\varepsilon$ with high probability using$\widetilde O\left( \frac{H^3}{μ_{\min}\varepsilon^2} +\frac{t_{\operatorname{mix}}}{μ_{\min}} \right)$ transitions, for $0<\varepsilon\leq1$. This rate holds both for a constant step size selected for the target accuracy and for a decreasing schedule independent of the target accuracy and terminal time. The latter gives a simultaneous guarantee over all times beyond an explicit transient threshold. The statistical term retains the cubic effective-horizon dependence of synchronous TD, and the additive mixing transient has no extra horizon factor. The result allows non-reversible chains, arbitrary initial state distributions, and bounded rewards that may depend on the next state. The proof uses an anchored local Poisson equation in reverse time to control stochastic fluctuations without a mixing-time factor, and a hitting-time compensation identity to bound initialization error. The latter also yields a finer transient in terms of the worst expected reverse hitting time. A bound on the expected cumulative propagation mass extends this argument to decreasing step sizes. A three-state construction with known deterministic rewards gives matching minimax lower bounds for the statistical and mixing terms, up to logarithms, over specified model classes in a slow-mixing parameter regime.

In offline goal-conditioned reinforcement learning (GCRL), divide-and-conquer scales to long horizons by joining two shorter segments at a subgoal. However, under stochastic dynamics, the base case of this rule values the luckiest trajectories through the data. The subgoal must also lie on a shared trajectory, so a state-goal pair that no trajectory connects gets no value update at all. To address both, we present Grounded Transitive RL (GTRL), an offline GCRL value learning algorithm that grounds the divide-and-conquer update with a one-step TD target. Over a single step, TD is correct, as its target averages over the successors and needs no subgoal. GTRL adds this target to the composition rather than replacing it, so every pair receives an update, and the composition still carries the long horizon. GTRL also corrects the bias from hindsight relabeling by reweighting each goal against how reachable it was from other successors. We evaluate our algorithm on nineteen OGBench tasks spanning stochastic, deterministic, and stitching environments, where it achieves the highest average success rate. Code will be released soon.

Many iterative algorithms rely on bootstrapping. A variable is updated using a second, frozen copy as a target, which is periodically replaced with the updated variable. Majorize-minimize and inexact proximal-point methods share this structure, as does temporal-difference (TD) learning. However, existing convergence guarantees for scenarios that combine sampled updates with targets refreshed only every $K$ steps rely on the specific structure of the update, such as linear approximation or gradient-based inner steps, and on uniformly bounded sampling error. We instead model the sampled update as a stochastic operator on the parameter space, which reduces the analysis to a contraction argument that needs no gradient structure and allows the sampling error to grow with the iterates. Within this framework, we derive a finite-time bound for i.i.d. samples and any target-update period $K$. We show that the iterates converge geometrically in root mean square to a ball around the fixed point, provided the sensitivity to the frozen target is smaller than the contraction slack of the inner map. Existing deterministic frozen-target contraction and stochastic-gradient-type bounds follow as special cases of our framework, and simulations of TD learning reproduce the predicted contraction rate and scaling of the error floor with the step size.

Biological agents do not learn under conditions of unlimited computation. For humans, learning and choice are shaped by constraints on perception, attention, and working memory, which limit how much state information guides behavior and therefore bound policy complexity. Standard reinforcement learning models typically optimize reward without explicitly representing these internal costs, making them less suitable as models of biological intelligence. We derive MI-SARSA, an on-policy temporal-difference algorithm that incorporates mutual-information regularization through a learned marginal action prior and a penalty on state-specific deviations from that prior. This yields a sequential learning model in which state information is used selectively when its expected return benefit justifies the added informational cost. Critically, the same state-specific information cost that governs policy compression also generates trial-level predictions for reaction time, distinguishing MI-SARSA from most reinforcement learning models, which predict choices or returns but not latency. Empirically, MI-SARSA produces a reward-complexity tradeoff, and stronger information penalties produce simpler policies with lower control costs and faster reaction times. Under environment shift, increasing regularization reduces post-switch performance degradation but also lowers asymptotic return, revealing a robustness-capacity tradeoff. Together, these results position MI-SARSA as a model of bounded sequential learning under cognitive constraints.

In value-based reinforcement learning, improving the accuracy of policy evaluation has been shown to improve downstream policy optimization performance. The widely adopted family of approximations relying on $n$-step truncation yields computationally efficient value estimators but is inherently limited to a short evaluation horizon. In contrast, methods that exploit the global structure of the transition dynamics can accelerate policy evaluation, but their memory and computational requirements often limit scalability to large or continuous state spaces. To reconcile these limitations, we introduce Limiting-Kernel Q($λ$) (LKQL), an off-policy value estimator that combines $n$-step truncation with a long-horizon approximation based on the limiting kernel (LK). LKQL has the same order of complexity as $n$-step estimators and integrates directly into both on- and off-policy actor-critic algorithms. We prove that, under aperiodicity and in the near-on-policy regime, the operator underlying LKQL improves the policy evaluation convergence rate over its truncated counterpart for sufficiently large $n$, and that LKQL itself converges almost surely to the optimal values in finite Markov decision processes (MDPs) under a fixed behavior policy. On the MuJoCo continuous-control benchmark, we show that LKQL improves over $n$-step baselines in most settings, particularly on long-horizon tasks.

Reliable temporal-difference targets are central to off-policy actor-critic learning. Direct value improvement refines the next-state target with alternative actions, but the reliability of this refinement depends on how candidate actions are ranked, reviewed, and weighted. Noisy rankings may force premature candidate commitment, reusing selection scores may bias target valuation, and fixed enhancement weights may amplify weak evidence. To address these risks, we develop Conservative Adaptive Ranking and Screening (CARS), which retains an ordered candidate prefix within a preset budget and narrows it only when the observed boundary gap exceeds a disagreement-scaled uncertainty radius. Selector-Evaluator Value Assessment (SEVA) uses selector critics to order candidates and a separately parameterized evaluator critic to review the selected value, then caps the reviewed value at the selector reference. Dynamic Adaptive Risk-aware Enhancement (DARE) then regulates each residual correction using candidate reliability, the gap between selector and evaluator signals, and a finite stage factor. Together, CARS, SEVA, and DARE form CARE-VI, an evidence-regulated target construction framework that preserves the backbone interfaces for critic regression and actor updates. The analysis bounds the CARS boundary error, the SEVA selected-value overestimation, and the one-sided deviation of the DARE residual displacement from its population counterpart, and establishes fixed-policy recovery after the finite-stage perturbation ends. Experiments with SAC, TD3, and TD7 on four MuJoCo tasks show that CARE-VI achieves the highest mean return in all twelve settings. Grouped ablations and scalar diagnostics support the roles of the three components in improving target reliability.

Quantile temporal-difference learning (QTD) is an effective method for learning return distributions through quantile approximation, yet its finite-time behavior remains poorly understood. Its update is nonlinear and nonsmooth, and the stability needed for a sharp convergence rate holds only near the target. We establish a global high-probability last-iterate guarantee for synchronous tabular QTD under general positive, nonincreasing step-size sequences and arbitrary initialization in the natural parameter range. For polynomially decaying step sizes with exponent $a\in(0,1)$, the last iterate converges to the target at rate $T^{-a/2}$ in the infinity norm, up to logarithmic and lower-order terms. A suitably tuned harmonic schedule recovers the $T^{-1/2}$ statistical rate up to logarithmic factors. For the $m$-quantile representation, its $\infty$-Wasserstein error scales as $\sqrt{m/T}$ up to logarithmic factors, matching the leading polynomial dependence on the quantile resolution and sample size of the corresponding model-based estimator. The proof uses a two-stage global-to-local argument. From arbitrary initialization, Bellman contraction and CDF monotonicity first bring the iterate close to the target, after which, a novel variance--drift matching argument sharpens the control of accumulated noise and local contraction reduces the remaining errors, yielding the sharp rate. Simulations verify the predicted polynomial decay and assess the finite-time entrance bound.

In this paper, we study how to perform statistical inference for quantile temporal difference learning (QTD) in distributional reinforcement learning. Assuming access to a generative model, we first establish functional central limit theorems for both synchronous and asynchronous QTD, which show that the averaged iterates of QTD converge weakly to a rescaled Brownian motion. We next provide online inference methods. Based on random scaling, the inference procedure constructs an asymptotically pivotal statistic for inference by using the information along the whole QTD path. Meanwhile, the proposed statistic can be computed online without storing the entire trajectory of QTD iterates. This substantially reduces the memory requirement and enables efficient statistical inference in distributional reinforcement learning.

Constant-stepsize temporal-difference (TD) learning is attractive for policy evaluation, but inference from a single Markov trajectory must account for serial dependence and a stepsize-dependent stationary target. For fixed-stepsize linear TD, we establish a functional central limit theorem whose covariance retains the multiplicative component induced by the random TD matrix and the stationary iterate error. We then derive a joint functional limit for parallel Richardson--Romberg (RR) recursions driven by the same trajectory. A Brownian-bridge self-normalizer yields asymptotically pivotal confidence regions for prespecified state-value contrasts without estimating the long-run covariance or selecting a bandwidth or batch length. For such a contrast, the procedure admits a one-pass implementation whose memory does not grow with the trajectory length. At a fixed stepsize, the inferential center is the RR stationary target. We also study horizon-indexed designs in which the stepsize remains constant within each run and decreases across longer horizons. Under an explicit RR-dependent rate window, the residual RR target shift, multiplicative remainder, and initialization effect are negligible at the root-$n$ scale, yielding inference for the projected Bellman solution. Experiments on FrozenLake and Garnet illustrate stationary-target coverage, RR target correction, and the finite-sample behavior of the horizon-indexed design.

When a reinforcement learning agent cannot observe the full state, we usually blame its policies: it cannot see enough to represent a good one. We show that in a solvable case the bigger problem lies elsewhere. Even when a good policy is available and the agent's value function is expressive enough to describe it exactly, learning still ends up somewhere far worse. We study a partially observed linear-quadratic problem in which a standard actor-critic learner can be solved in closed form. At our default setting the best policy the agent can represent is already close to optimal, costing 10.4% more than the ideal controller that observes everything. Learning does not find it. The algorithm instead comes to rest at a policy that is 35% worse than the best one available to it, and we can say exactly where and why. The cause is a bias in what the critic learns rather than a limit on what the actor can express. Because the agent cannot attribute what it sees to the part of the state it cannot observe, the critic misreads that unexplained variation as sharp curvature in its own value estimates, and the actor follows that error away from the optimum. We derive closed-form expressions for the resulting policy, for its cost, and for the one design choice that removes the problem, which is how far the learner looks ahead before trusting its own value estimates. Deep reinforcement learning experiments follow these predictions closely. Notably, giving the agent memory of past observations does not help, while changing how far it looks ahead does.

Training large language model agents in long-horizon environments requires assigning credit from sparse terminal outcomes to individual actions. Existing critic-free methods propagate trajectory-level rewards uniformly across steps, while recent approaches construct step-level groups by matching repeated states and compare actions within each group. The former cannot distinguish useful actions in failed trajectories from ineffective actions in successful ones. The latter rely on step credit derived directly from individual trajectory outcomes and fixed-weight fusion with episode-level credit. We propose Gated-BEPO, which derives step-level credit from empirical rollout graphs. For each rollout group, Gated-BEPO constructs an empirical graph and estimates node values through a mean-backup Bellman fixed point that reflects the empirical action distribution of the current policy. We then accumulate these temporal-difference residuals along each sampled trajectory using generalized advantage estimation, yielding step-level Bellman advantages that capture both immediate and downstream effects. To adaptively fuse episode- and step-level credit, a confidence gate incorporates Bellman credit only at states with multiple observed successors and otherwise uses episode-level credit. Experiments on WebShop, ALFWorld, and visual Sokoban show consistent improvements across language and vision-language models, while diagnostic ablations support the effectiveness of Bellman fixed-point value estimation and show that step-level credit should be incorporated selectively rather than uniformly into the final advantage.

Deep Q-Networks (DQNs) learn value functions through bootstrapped temporal-difference updates, where future returns are approximated using a greedy maximization over next-state action values. While effective, this aggregation rule is inherently sensitive to estimation noise: when Q-values are uncertain, the maximization operator deterministically favors the largest estimate, regardless of its reliability, leading to amplified errors through bootstrapping. In this work, we propose the \textbf{S}uccessor Rollout \textbf{A}ggregation \textbf{D}eep \textbf{Q}-Network (SADQ), a simple modification to Q-learning that regularizes how the TD target is formed. SADQ uses one-step rollout predictions from a learned dynamics model to guide the comparison among candidate next-state actions, introducing additional structure into the aggregation step without altering the underlying learning framework. The resulting mixed Bellman update attenuates unreliable maxima while preserving the standard fixed point under diminishing model error. We provide theoretical analysis showing that SADQ reduces bootstrap-induced overestimation in a pointwise manner. Empirically, SADQ consistently improves training stability across classical control tasks, real-world vector-based environments, and Atari benchmarks when compared to strong DQN variants.

Multi-step returns accelerate reward propagation in off-policy reinforcement learning, but couple the evaluation of each decision to the suboptimal logged actions that follow it, inducing a pessimistic bias that grows with the horizon. We propose Expectile $n$-step Q-learning (ENQ), which replaces the symmetric $n$-step temporal-difference (TD) loss with an asymmetric expectile loss on the action-value error, with expectile level $τ$ as the only method-specific hyperparameter added beyond $n$-step TD. We prove that the ENQ operator is a $γ^{n}$-contraction. Under deterministic dynamics, at $τ=1$, its bias vanishes at the optimal action-value function $Q^*$ on covered in-support pairs, and the corresponding fixed point satisfies the separation-$n$ instance and its multiples of the lower-bound inequality used by Long-Horizon Q-learning (LQL). Under stochastic dynamics, the operator bias admits two-sided bounds with horizon-independent noise constants. Using a single expectile level $τ=0.8$ and a fixed backup horizon across 27 manipulation and navigation task instances, ENQ is competitive with LQL on aggregate, achieves higher measured training-step throughput in our profiling study, and benefits more from a ten-critic ensemble in a controlled scaling experiment.

Multistep credit assignment is critical for sample-efficient reinforcement learning, yet managing off-policy bias in Q-learning remains a fundamental challenge. For 30 years, practitioners have been limited to a binary choice: eliminate the bias at the cost of severely truncated eligibility traces (Watkins' Q($λ$)), or ignore the bias to learn faster while injecting detrimental errors into the value estimates (Peng's Q($λ$)). Modern off-policy estimators fail to resolve this tension, as importance-sampling ratios collapse under Q-learning's greedy target policy. We introduce Gated Q-learning, a novel algorithmic framework that ends this dilemma by smoothly interpolating between the two historical extremes. Rather than relying on importance sampling, our approach employs a continuous, state-action-dependent gating mechanism to selectively attenuate eligibility traces in an exploration-aware manner. We provide a rigorous theoretical foundation for this mechanism, proving that the expected operator remains a contraction mapping and deriving its exact fixed point. Empirical evaluations verify that intermediate gating safely enables longer credit-assignment horizons, yielding faster initial learning than either extreme. Gated Q-learning offers a simple alternative to importance sampling while enabling customization of the effective multistep horizon and the amount of off-policy bias in Q-learning agents.

Developing efficient function-approximation methods for policy evaluation is a fundamental challenge in risk-aware reinforcement learning. Existing approaches either focus on restrictive classes of risk measures or rely on access to a simulator, limiting their applicability in fully online settings. In this work, we propose computationally efficient online learning algorithms for policy evaluation in Markov decision processes (MDPs) with dynamic utility-based shortfall risk (UBSR) measures under linear function approximation. Specifically, we introduce the UBSR-TD algorithm, establish conditions under which it converges almost surely, and develop several variants designed to accelerate convergence. Our formulation shows that existing policy evaluation algorithms for risk-neutral MDPs can be readily adapted to dynamic UBSR settings by incorporating a loss function into the temporal-difference error. Numerical experiments support our theoretical findings, and an application to a perishable inventory management problem with shelf-life uncertainty demonstrates the practical effectiveness of the proposed methods.

Remaining useful life (RUL) prediction and failure-mode classification are central tasks in predictive maintenance. Many data-driven pipelines use fixed-window supervised learning with complete terminal labels; such routes do not naturally encode the temporal recursion linking successive degradation-state predictions when observations are partial or unit identities are unavailable. We formulate prognostics as vector General Value Function (GVF) prediction on an absorbing degradation process, treating RUL and failure-mode probabilities as temporally consistent targets rather than independent window-level labels, and estimate them with a multi-step temporal-difference estimator, TD($n,λ$). Supporting theory identifies the Bellman fixed point of the vector GVFs, characterizes the linear projected-TD limit and its relation to complete-return Monte Carlo regression under realizability, and explains when bootstrapped TD targets are less variable than Monte Carlo returns. On an event-triggered multimode simulation and NASA C-MAPSS label-scarce stitch data, TD improves RUL and failure-mode prediction relative to a supervised same-backbone Monte Carlo control, especially under scarce complete labels. Practically, fragmented, identity-free degradation records can contribute local Bellman transitions instead of being discarded until complete run-to-failure labels are available.

In reinforcement learning, critics typically estimate absolute state values $V(s)$, estimating how good a particular situation is in isolation. However, it turns out that only differences in value are relevant for control. Motivated by this, we propose Relative Value Learning (RV), a framework that learns value differences directly via an antisymmetric function $Δ(s_i, s_j) = V(s_i) - V(s_j)$. We introduce a pairwise Bellman operator and prove it is a $γ$-contraction with a unique fixed point equal to the true value differences, derive well-posed $1$-step, $n$-step and $λ$-return targets and reconstruct generalized advantage estimation from pairwise differences to obtain an unbiased policy-gradient estimator (R-GAE). Beyond theoretical results, we integrate RV with PPO and achieve competitive performance on the Atari benchmark (49 ALE games) compared to standard PPO, indicating that relative value estimation is an effective alternative to absolute critics.

In this paper, we present a generalized temporal-difference (TD) reinforcement learning framework based on the theory of conditional expectations. The value and action-value (Q-value) functions are treated as uncertain quantities, and their estimation is formulated as a stochastic inference problem. Unlike classical Kalman-based temporal-difference learning, which relies on linear-Gaussian assumptions, the proposed formulation is derived directly from the conditional expectation framework and naturally extends to nonlinear models and non-Gaussian probability distributions. The proposed method recursively estimates not only the conditional expectation of the value function but also its second probabilistic moment, thereby quantifying the uncertainty associated with the learned value function throughout the learning process. To obtain a computationally tractable algorithm, the stochastic problem is discretized using either polynomial chaos expansions or ensemble-based approximations, providing efficient representations of the underlying random variables. The proposed framework is demonstrated on two optimal control problems: a linear mass--spring--damper system and a nonlinear heat conduction problem in a closed cavity. The numerical examples illustrate the capability of the proposed method to accurately estimate both the value function and its associated uncertainty, while extending classical Kalman-based temporal-difference learning to a broader class of stochastic systems.

Learning local policies for continuous networked systems requires accounting for the effects of decisions beyond each agent's observation neighborhood. Spatial decay limits these effects, but a finite critic must also control representation and estimation errors throughout policy optimization. We analyze the Continuous Distributed Coupled Policy Gradient (CDCPG) algorithm using local random Fourier features and least-squares temporal-difference critics. For features that retain the boundary inputs required by the local dynamics, we derive an action-value representation with separate spatial and finite-feature residuals. A global integrated transition-approximation bound and a projected Bellman argument control population prediction error without an inverse-conditioning multiplier. We then quantify the dependence of critic estimation on feature excitation and dimension, and construct simultaneous lower confidence bounds for temporal-difference conditioning along the executed iterates. Combining critic error with localized reward aggregation bounds the expected squared projected-gradient mapping by an optimization term and an explicit residual separating spatial approximation, finite features, and omitted distant rewards. For fixed neighborhoods and feature dimension, the shared-oracle sample count is inverse-squared in the excess squared-stationarity accuracy, up to logarithmic factors. The guarantee assumes known local dynamics and rewards, independent discounted-occupancy samples, and stated excitation, decay, and smoothness conditions, and is conditional on favorable feature draws. Numerical studies illustrate related implementations on a linear-coupled-quadratic benchmark.

Multi-turn agents solve complex tasks through extended sequences of tool interactions before producing a final answer, making credit assignment a fundamental challenge during post-training. Outcome rewards provide reliable supervision for short-horizon reasoning, but become sparse and high-variance as trajectories grow to tens or hundreds of tool calls. They can also be misleading: a failed rollout may contain many useful actions that move the agent closer to the goal, yet outcome-only training assigns them the same negative advantage as the eventual mistake. We propose TRACE (Turn-level Reward Assignment via Credit Estimation), a dense credit-assignment method for agentic reinforcement learning. TRACE represents rollouts as state transitions at tool-call boundaries, obtains gold-answer log-probabilities from a frozen reference model, transforms them into log-ratio state values, and derives per-action rewards as Temporal-Difference changes in those values. This requires no additional critic or process-label training, and its one-step log-ratio TD component telescopes across redundant tool calls. On long-horizon complex search, TRACE substantially improves base-model tool-use ability using pure RL, without a cold-start supervised fine-tuning stage, an agentic mid-training stage, or training on live-web data. On the closed-web BrowseComp-Plus benchmark, it raises Qwen3-4B from $7.2$ to $35.6$ and Qwen3-30B-A3B from $8.4$ to $42.6$. The learned search behavior also transfers to open-web benchmarks, and the learning curves show earlier improvement and faster convergence during RL training.

This work delivers two key contributions: one to efficient feature selection in reinforcement learning (RL), the other to the theory of non-monotone inclusions. On the RL side, the estimation bias inherent in conventional regularization schemes is addressed by augmenting classical least-squares temporal-difference (LSTD) policy evaluation with the sparsity-inducing, non-convex projected minimax concave (PMC) penalty. Because the PMC penalty is weakly convex, the resulting fixed-point problem is no longer monotone; instead, it falls under a broader class of non-monotone inclusions involving the sum of a monotone Lipschitz operator and a hypomonotone operator. On the theory side, novel convergence conditions are developed for the forward-reflected-backward splitting (FRBS) method applied to this broader class of non-monotone inclusion problems. Under mild conditions, Lyapunov stability and the existence of a limit point of the sequence of FRBS iterates are established; alternatively, under the weak Minty variational inequality assumption, exact convergence is guaranteed. Numerical tests on benchmark datasets show that the proposed FRBS iterates, applied to the non-convexly regularized LSTD problem, substantially outperform state-of-the-art feature-selection methods, especially when many noisy features are present.

Reinforcement learning in large or sparse-reward environments suffers from slow temporal-difference reward propagation, as value information spreads only locally across the state space. We propose Mesh-RL, a spatial domain-decomposition framework inspired by the finite element method and domain decomposition theory, which partitions the environment into overlapping subgrids and enforces boundary-consistent temporal-difference updates. Such an approach enables localized learning while ensuring globally coherent value propagation. Unlike hierarchical or model-based approaches, Mesh-RL accelerates long-range credit assignment without modifying the reward function, Bellman operator, or introducing explicit planning mechanisms. We evaluate Mesh-RL on hazard-dense grid-world environments with varying geometries and mesh resolutions. Across Q-learning, SARSA, and Dyna-Q, Mesh-RL consistently improves convergence speed, cumulative reward, and learning stability. Higher mesh resolutions sustain exploration, prevent premature convergence, and substantially accelerate value propagation to distant states. While Dyna-Q already benefits from internal planning, it still achieves additional gains under structured decomposition. Overall, Mesh-RL introduces a principled spatial domain-decomposition mechanism for accelerating temporal-difference learning. Our framework bridges finite element method-inspired boundary-consistency techniques from scientific computing with reinforcement learning to improve sample efficiency in sparse-reward environments. We will release source code of the study.

We study linear TD(0) under Markovian sampling, where data are generated along a single trajectory. We provide high-probability guarantees for a plain unprojected TD(0) algorithm with Polyak-Ruppert (PR) averaging, using a single stepsize schedule $η_t \propto \frac{1}{τ_{\mathrm{mix}}\log(t)\sqrt{t}}$ that depends on the mixing time but requires no prior knowledge of the curvature parameter $ω$. Our first result shows that such a choice of the stepsize guarantees that the TD(0) iterates are automatically and uniformly bounded with high probability, without projections and without any stability argument based on $ω$. Building on this result, we establish a simultaneous high-probability convergence guarantee for the PR average: the same stepsize yields both a robust curvature-free $\widetilde{\mathcal{O}}\!\left(\frac{τ_{\mathrm{mix}}}{\sqrt{T}}\right)$ rate and a fast curvature-dependent $\widetilde{\mathcal{O}}\!\left(\frac{τ_{\mathrm{mix}}^2}{ωT}\right)$rate, with the bound taking the minimum of the two. The core technical ingredient is a Poisson-equation toolkit for geometrically mixing Markov chains, which decomposes Markov noise into a martingale term plus a controlled remainder and enables a new self-bounding inductive argument for pathwise stability.

We analyze the variance of temporal difference (TD) learning using the phased setting with tabular representation, and show that one of the mechanisms behind its ability to reduce variance is by effectively aggregating over a larger number of independent trajectories. Based on this insight, we demonstrate that (1) the variance of TD is asymptotically bounded from above by Monte Carlo (MC) estimators, and (2) shorter horizon updates incurs less variance for a fixed number of samples. Beyond TD, we show that Direct Advantage Estimation (DAE), a method for estimating the advantage function, can be seen as a type of regression-adjusted control variate, which achieves a tighter bound on the variance compared to TD in the large-sample limit. Finally, we numerically illustrate the behaviors of these estimators with carefully designed environments.

Temporal difference (TD) learning with linear function approximation is a core method for policy evaluation. Its classical continuous-time description is an ordinary differential equation (ODE), which captures the asymptotic mean dynamics but neglects stochastic fluctuations determining the error floor. We introduce a stochastic differential equation (SDE) approximation for linear TD(0) under Markovian noise. The resulting model distinguishes the contraction dynamics governed by the projected Bellman operator from the influence of Markovian sampling. As a consequence, the model explains the constant-stepsize error floor through the interaction between Markovian long-run covariance and the contraction geometry of the projected Bellman operator.