A model-based bootstrap achieves distributional consistency for transition estimators in controlled Markov chains with unknown policies and yields asymptotically valid confidence intervals for offline policy evaluation and optimal policy recovery.
Since K ∗ n →K entrywise a.s
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Model-based Bootstrap of Controlled Markov Chains
A model-based bootstrap achieves distributional consistency for transition estimators in controlled Markov chains with unknown policies and yields asymptotically valid confidence intervals for offline policy evaluation and optimal policy recovery.