Discrete-Time Deterministic $Q$ -Learning: A Novel Convergence Analysis

IEEE Trans Cybern. 2017 May;47(5):1224-1237. doi: 10.1109/TCYB.2016.2542923. Epub 2016 Apr 11.

Abstract

In this paper, a novel discrete-time deterministic Q -learning algorithm is developed. In each iteration of the developed Q -learning algorithm, the iterative Q function is updated for all the state and control spaces, instead of updating for a single state and a single control in traditional Q -learning algorithm. A new convergence criterion is established to guarantee that the iterative Q function converges to the optimum, where the convergence criterion of the learning rates for traditional Q -learning algorithms is simplified. During the convergence analysis, the upper and lower bounds of the iterative Q function are analyzed to obtain the convergence criterion, instead of analyzing the iterative Q function itself. For convenience of analysis, the convergence properties for undiscounted case of the deterministic Q -learning algorithm are first developed. Then, considering the discounted factor, the convergence criterion for the discounted case is established. Neural networks are used to approximate the iterative Q function and compute the iterative control law, respectively, for facilitating the implementation of the deterministic Q -learning algorithm. Finally, simulation results and comparisons are given to illustrate the performance of the developed algorithm.