# Data-Efficient Quadratic Q-Learning Using LMIs

arXiv: https://arxiv.org/abs/2409.11986 · HTML: https://mlsanity.com/paper/2409.11986/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Placed in RL for games and combinatorial optimization, one of 15 directions in Deep reinforcement learning methods.
- Builds on 2 of its 19 references that are in the map.
- First posted on arXiv 18 Sep 2024.

## Placed in

- Deep reinforcement learning methods / [RL for games and combinatorial optimization](https://mlsanity.com/deeprl/rl-for-games-and-combinatorial-optimization/)

## Builds on (most cited first, 2 of 2)

- [Proximal Policy Optimization Algorithms](https://mlsanity.com/paper/1707.06347/) (2017)
- [Maximum a Posteriori Policy Optimisation](https://mlsanity.com/paper/1806.06920/) (2018)

## Abstract (arXiv)

Reinforcement learning (RL) has seen significant research and application results but often requires large amounts of training data. This paper proposes two data-efficient off-policy RL methods that use parametrized Q-learning. In these methods, the Q-function is chosen to be linear in the parameters and quadratic in selected basis functions in the state and control deviations from a base policy. A cost penalizing the ℓ1-norm of Bellman errors is minimized. We propose two methods: Linear Matrix Inequality Q-Learning (LMI-QL) and its iterative variant (LMI-QLi), which solve the resulting episodic optimization problem through convex optimization. LMI-QL relies on a convex relaxation that yields a semidefinite programming (SDP) problem with linear matrix inequalities (LMIs). LMI-QLi entails solving sequential iterations of an SDP problem. Both methods combine convex optimization with direct Q-function learning, significantly improving learning speed. A numerical case study demonstrates their advantages over existing parametrized Q-learning methods.