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12 - Large State Spaces: Value Function Approximation

Published online by Cambridge University Press:  31 July 2026

Shie Mannor
Affiliation:
Technion - Israel Institute of Technology, Haifa
Yishay Mansour
Affiliation:
Tel-Aviv University
Aviv Tamar
Affiliation:
Technion - Israel Institute of Technology, Haifa
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Summary

This chapter addresses the curse of dimensionality through value function approximation. Parameterized function approximators represent value functions compactly and generalize across states. The chapter frames approximate policy evaluation as supervised learning. Key theoretical objects include the projection operator and projected Bellman equation. Least squares temporal difference (LSTD) provides a batch solution for linear approximation. Deep Q-networks combining neural networks with experience replay are introduced as the foundation for deep RL successes.

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