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.
Nonparametric instrumental variable inference with many weak instruments.arXiv preprint arXiv:2505.07729
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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.