Abstract: This paper is concerned with the problem of policy evaluation with linear function approximation in discounted infinite horizon Markov decision processes ...

We study in detail the log-linear return approximation introduced by Campbell and Shiller (1988a). First, we derive an upper bound for the mean approximation error, given stationarity of the log ...

An approach for estimating power/sample size is described within the framework of generalized linear models. This approach is based on an asymptotic approximation to the power of the score test under ...