Barycentric Approximator for Reinforcement Learning Control

Recently, various experiments to apply reinforcement learning method to the self-learning intelligent control of continuous dynamic system have been reported in the machine learning related research community. The reports have produced mixed results of some successes and some failures, and show that the success of reinforcement learning method in application to the intelligent control of continuous control systems depends on the ability to combine proper function approximation method with temporal difference methods such as Q-learning and value iteration. One of the difficulties in using function approximation method in connection with temporal difference method is the absence of guarantee for the convergence of the algorithm. This paper provides a proof of convergence of a particular function approximation method based on \"barycentric interpolator\" which is known to be computationally more efficient than multilinear interpolation .