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Asymptotic Theory for IV-Based Reinforcement Learning with Potential Endogeneity
Author: Jin Li, Ye Luo, Zigan Wang and Xiaowei Zhang | We identify a new type of bias in data analysis, termed reinforcement bias, and develop IV-based reinforcement learning algorithms to correct it. Additionally, we establish their theoretical properties by integrating them into a stochastic approximation framework. Our analysis accommodates iterate-dependent Markovian structures and, therefore,…