Stationary reweighting of soft fitted Q-iteration yields finite-sample local linear convergence to the projected fixed point under approximate realizability and controlled weighting error, even without Bellman completeness.
Define the function class Gw := n gQ1,Q2,V1 : (s, a, r, s′)7→w(s, a) Q1(s, a)−Q 2(s, a) × r+γV 1(s′)−Q 2(s, a) :Q 1, Q2, V1 ∈ Fext o
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Stationary Reweighting Yields Local Convergence of Soft Fitted Q-Iteration
Stationary reweighting of soft fitted Q-iteration yields finite-sample local linear convergence to the projected fixed point under approximate realizability and controlled weighting error, even without Bellman completeness.