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This content will become publicly available on October 3, 2026

Title: Rates of Convergence in the Central Limit Theorem for Markov Chains, with an Application to TD Learning
We prove a nonasymptotic central limit theorem (CLT) for vector-valued martingale differences using Stein’s method, and we use Poisson’s equation to extend the result to functions of Markov chains. We then show that these results can be applied to establish a nonasymptotic CLT for temporal difference learning with averaging. Funding: This work was supported by National Science Foundation [Grants CNS 23-12714, CCF 22-07547, and CNS 21-06801] and Air Force Office of Scientific Research [Grant FA9550-24-1-0002].  more » « less
Award ID(s):
2312714 2207547
PAR ID:
10645139
Author(s) / Creator(s):
Publisher / Repository:
INFORMS
Date Published:
Journal Name:
Mathematics of Operations Research
ISSN:
0364-765X
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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