Doubly robust methods hold considerable promise for off-policy evaluation in Markov decision processes (MDPs) under sequential ignorability: They have been shown to converge as $1/\sqrt{T}$ with the horizon $T$, to be statistically efficient in large samples, and to allow for modular implementation where preliminary estimation tasks can be executed using standard reinforcement learning techniques. Existing results, however, make heavy use of a strong distributional overlap assumption whereby the stationary distributions of the target policy and the data-collection policy are within a bounded factor of each other -- and this assumption is typically only credible when the state space of the MDP is bounded. In this paper, we re-visit the task of off-policy evaluation in MDPs under a weaker notion of distributional overlap, and introduce a class of truncated doubly robust (TDR) estimators which we find to perform well in this setting. When the distribution ratio of the target and data-collection policies is square-integrable (but not necessarily bounded), our approach recovers the large-sample behavior previously established under strong distributional overlap. When this ratio is not square-integrable, TDR is still consistent but with a slower-than-$1/\sqrt{T}$; furthermore, this rate of convergence is minimax over a class of MDPs defined only using mixing conditions. We validate our approach numerically and find that, in our experiments, appropriate truncation plays a major role in enabling accurate off-policy evaluation when strong distributional overlap does not hold.

在马尔可夫决策过程的顺序忽略性下，具有两重鲁棒性的方法在离线策略评估中具有良好的性能，通过引入一种截断两重鲁棒估计器，该方法能够在不满足强分布重叠假设的情况下实现准确的离线策略评估。

马尔可夫决策过程中的弱分布重叠下的离策略评估