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% \maketitle

\onecolumn
\appendix
\section{Relevant proofs}
\subsection{Proof of Theorem 1}
\label{proofth1}
\begin{proof}
    \label{th1proof}   
        The proof is  based on Borkar's Theorem   for
        general stochastic approximation recursions with two time scales
        \cite{borkar1997stochastic}. 
        
        % The new TD error for the linear setting is 
        % \begin{equation*}
        % \delta_{\text{new}}=r+\gamma
        % \theta^{\top}\phi'-\theta^{\top}\phi-\mathbb{E}[\delta].
        % \end{equation*}
        A new one-step
        linear TD solution is defined
        as: 
        \begin{equation*}
        0=\mathbb{E}[(\delta-\mathbb{E}[\delta]) \phi]=-A\theta+b.
        \end{equation*}
        Thus, the  VMTD's solution is
        $\theta_{\text{VMTD}}=A^{-1}b$.
        
        First, note that recursion (5) can be rewritten as
        \begin{equation*}
        \theta_{k+1}\leftarrow \theta_k+\beta_k\xi(k),
        \end{equation*}
        where
        \begin{equation*}
        \xi(k)=\frac{\alpha_k}{\beta_k}(\delta_k-\omega_k)\phi_k
        \end{equation*}
        Due to the settings of step-size schedule $\alpha_k = o(\beta_k)$,
        $\xi(k)\rightarrow 0$ almost surely as $k\rightarrow\infty$. 
        That is the increments in iteration (4) are uniformly larger than
        those in (5), thus (4) is the faster recursion.
        Along the faster time scale, iterations of (4) and (5)
        are associated to ODEs system as follows:
        \begin{equation}
        \dot{\theta}(t) = 0,
        \label{thetaFast}
        \end{equation}
        \begin{equation}
        \dot{\omega}(t)=\mathbb{E}[\delta_t|\theta(t)]-\omega(t).
        \label{omegaFast}
        \end{equation}
        Based on the ODE (\ref{thetaFast}), $\theta(t)\equiv \theta$ when
        viewed from the faster timescale. 
        By the Hirsch lemma \cite{hirsch1989convergent}, it follows that
        $||\theta_k-\theta||\rightarrow 0$ a.s. as $k\rightarrow \infty$ for some
        $\theta$ that depends on the initial condition $\theta_0$ of recursion
        (5).
        Thus, the ODE pair (\ref{thetaFast})-(\ref{omegaFast}) can be written as
        \begin{equation}
        \dot{\omega}(t)=\mathbb{E}[\delta_t|\theta]-\omega(t).
        \label{omegaFastFinal}
        \end{equation}
        Consider the function $h(\omega)=\mathbb{E}[\delta|\theta]-\omega$,
        i.e., the driving vector field of the ODE (\ref{omegaFastFinal}).
        It is easy to find that the function $h$ is Lipschitz with coefficient
        $-1$.
        Let $h_{\infty}(\cdot)$ be the function defined by
         $h_{\infty}(\omega)=\lim_{x\rightarrow \infty}\frac{h(x\omega)}{x}$.
         Then  $h_{\infty}(\omega)= -\omega$,  is well-defined. 
         For (\ref{omegaFastFinal}), $\omega^*=\mathbb{E}[\delta|\theta]$
        is the unique globally asymptotically stable equilibrium.
         For the ODE
          \begin{equation}
         \dot{\omega}(t) = h_{\infty}(\omega(t))= -\omega(t),
         \label{omegaInfty}
         \end{equation}
         apply $\vec{V}(\omega)=(-\omega)^{\top}(-\omega)/2$ as its
        associated strict Liapunov function. Then,
        the origin of (\ref{omegaInfty}) is a globally asymptotically stable
        equilibrium.
        
        
        Consider now the recursion (\ref{omega}).
        Let
        $M_{k+1}=(\delta_k-\omega_k)
        -\mathbb{E}[(\delta_k-\omega_k)|\mathcal{F}(k)]$,
        where $\mathcal{F}(k)=\sigma(\omega_l,\theta_l,l\leq k;\phi_s,\phi_s',r_s,s<k)$, 
        $k\geq 1$ are the sigma fields
        generated by $\omega_0,\theta_0,\omega_{l+1},\theta_{l+1},\phi_l,\phi_l'$,
        $0\leq l<k$.
        It is easy to verify that $M_{k+1},k\geq0$ are integrable random variables that 
        satisfy $\mathbb{E}[M_{k+1}|\mathcal{F}(k)]=0$, $\forall k\geq0$.
        Because $\phi_k$, $r_k$, and $\phi_k'$   have
        uniformly bounded second moments, it can be seen that for some constant
        $c_1>0$, $\forall k\geq0$,
        \begin{equation*}
        \mathbb{E}[||M_{k+1}||^2|\mathcal{F}(k)]\leq
        c_1(1+||\omega_k||^2+||\theta_k||^2).
        \end{equation*}
        
        
        Now Assumptions (A1) and (A2) of \cite{borkar2000ode} are verified.
        Furthermore, Assumptions (TS) of \cite{borkar2000ode} is satisfied by our
        conditions on the step-size sequences $\alpha_k$, $\beta_k$. Thus,
        by Theorem 2.2 of \cite{borkar2000ode} we obtain that
        $||\omega_k-\omega^*||\rightarrow 0$ almost surely as $k\rightarrow \infty$.
        
        Consider now the slower time scale recursion (5).
        Based on the above analysis, (5) can be rewritten as 
        \begin{equation*}
        \theta_{k+1}\leftarrow
        \theta_{k}+\alpha_k(\delta_k-\mathbb{E}[\delta_k|\theta_k])\phi_k.
        \end{equation*}
        
        Let $\mathcal{G}(k)=\sigma(\theta_l,l\leq k;\phi_s,\phi_s',r_s,s<k)$, 
        $k\geq 1$ be the sigma fields
        generated by $\theta_0,\theta_{l+1},\phi_l,\phi_l'$,
        $0\leq l<k$.
        Let 
        $
        Z_{k+1} = Y_{t}-\mathbb{E}[Y_{t}|\mathcal{G}(k)],
        $
        where
        \begin{equation*}
        Y_{k}=(\delta_k-\mathbb{E}[\delta_k|\theta_k])\phi_k.
        \end{equation*}
        Consequently,
        \begin{equation*}
        \begin{array}{ccl}
        \mathbb{E}[Y_t|\mathcal{G}(k)]&=&\mathbb{E}[(\delta_k-\mathbb{E}[\delta_k|\theta_k])\phi_k|\mathcal{G}(k)]\\
        &=&\mathbb{E}[\delta_k\phi_k|\theta_k]
        -\mathbb{E}[\mathbb{E}[\delta_k|\theta_k]\phi_k]\\
        &=&\mathbb{E}[\delta_k\phi_k|\theta_k]
        -\mathbb{E}[\delta_k|\theta_k]\mathbb{E}[\phi_k]\\
        &=&\mathrm{Cov}(\delta_k|\theta_k,\phi_k),
        \end{array}
        \end{equation*}
        where $\mathrm{Cov}(\cdot,\cdot)$ is a covariance operator.
        
         Thus,
         \begin{equation*}
        \begin{array}{ccl}
        Z_{k+1}&=&(\delta_k-\mathbb{E}[\delta_k|\theta_k])\phi_k-\mathrm{Cov}(\delta_k|\theta_k,\phi_k).
        \end{array}
        \end{equation*}
        It is easy to verify that $Z_{k+1},k\geq0$ are integrable random variables that 
        satisfy $\mathbb{E}[Z_{k+1}|\mathcal{G}(k)]=0$, $\forall k\geq0$.
        Also, because $\phi_k$, $r_k$, and $\phi_k'$  have
        uniformly bounded second moments, it can be seen that for some constant
        $c_2>0$, $\forall k\geq0$,
        \begin{equation*}
        \mathbb{E}[||Z_{k+1}||^2|\mathcal{G}(k)]\leq
        c_2(1+||\theta_k||^2).
        \end{equation*}
        
        Consider now the following ODE associated with (5):
        \begin{equation}
        \begin{array}{ccl}
        \dot{\theta}(t)&=&\mathrm{Cov}(\delta|\theta(t),\phi)\\
        &=&\mathrm{Cov}(r+(\gamma\phi'-\phi)^{\top}\theta(t),\phi)\\
        &=&\mathrm{Cov}(r,\phi)-\mathrm{Cov}(\theta(t)^{\top}(\phi-\gamma\phi'),\phi)\\
        &=&\mathrm{Cov}(r,\phi)-\theta(t)^{\top}\mathrm{Cov}(\phi-\gamma\phi',\phi)\\
        &=&\mathrm{Cov}(r,\phi)-\mathrm{Cov}(\phi-\gamma\phi',\phi)^{\top}\theta(t)\\
        &=&\mathrm{Cov}(r,\phi)-\mathrm{Cov}(\phi,\phi-\gamma\phi')\theta(t)\\
        &=&-A\theta(t)+b.
        \end{array}
        \label{odetheta}
        \end{equation}
        Let $\vec{h}(\theta(t))$ be the driving vector field of the ODE
        (\ref{odetheta}).
        \begin{equation*}
        \vec{h}(\theta(t))=-A\theta(t)+b.
        \end{equation*}
         Consider the cross-covariance matrix,
        \begin{equation}
        \begin{array}{ccl}
        A &=& \mathrm{Cov}(\phi,\phi-\gamma\phi')\\
          &=&\frac{\mathrm{Cov}(\phi,\phi)+\mathrm{Cov}(\phi-\gamma\phi',\phi-\gamma\phi')-\mathrm{Cov}(\gamma\phi',\gamma\phi')}{2}\\
          &=&\frac{\mathrm{Cov}(\phi,\phi)+\mathrm{Cov}(\phi-\gamma\phi',\phi-\gamma\phi')-\gamma^2\mathrm{Cov}(\phi',\phi')}{2}\\
          &=&\frac{(1-\gamma^2)\mathrm{Cov}(\phi,\phi)+\mathrm{Cov}(\phi-\gamma\phi',\phi-\gamma\phi')}{2},\\
        \end{array}
        \label{covariance}
        \end{equation}
        where we eventually used $\mathrm{Cov}(\phi',\phi')=\mathrm{Cov}(\phi,\phi)$
        \footnote{The covariance matrix $\mathrm{Cov}(\phi',\phi')$ is equal to
        the covariance matrix $\mathrm{Cov}(\phi,\phi)$ if the initial state is re-reachable or
        initialized randomly in a Markov chain for on-policy update.}.
        Note that the covariance matrix $\mathrm{Cov}(\phi,\phi)$ and
        $\mathrm{Cov}(\phi-\gamma\phi',\phi-\gamma\phi')$ are semi-positive
        definite. Then, the matrix $A$ is semi-positive definite because  $A$ is
        linearly combined  by  two positive-weighted semi-positive definite matrice
        (\ref{covariance}).
        Furthermore, $A$ is nonsingular due to the assumption.
        Hence, the cross-covariance matrix $A$ is positive definite.
        
        Therefore,
        $\theta^*=A^{-1}b$ can be seen to be the unique globally asymptotically
        stable equilibrium for ODE (\ref{odetheta}).
        Let $\vec{h}_{\infty}(\theta)=\lim_{r\rightarrow
        \infty}\frac{\vec{h}(r\theta)}{r}$. Then
        $\vec{h}_{\infty}(\theta)=-A\theta$ is well-defined. 
        Consider now the ODE
        \begin{equation}
        \dot{\theta}(t)=-A\theta(t).
        \label{odethetafinal}
        \end{equation}
        The ODE (\ref{odethetafinal}) has the origin as its unique globally asymptotically stable equilibrium.
        Thus, the assumption (A1) and (A2) are verified.
    \end{proof}

\subsection{Proof of Theorem 2}
\label{proofth2}
\begin{proof}
The proof is similar to that given by \cite{sutton2009fast} for TDC, but it is based on multi-time-scale stochastic approximation.

For the VMTDC algorithm, a new one-step linear TD solution is defined as:
\begin{equation*}
    0=\mathbb{E}[({\phi} - \gamma {\phi}' - \mathbb{E}[{\phi} - \gamma {\phi}']){\phi}^\top]\mathbb{E}[{\phi} {\phi}^{\top}]^{-1}\mathbb{E}[(\delta -\mathbb{E}[\delta]){\phi}]=\textbf{A}^{\top}\textbf{C}^{-1}(-\textbf{A}{\theta}+{b}).
\end{equation*}
The matrix $\textbf{A}^{\top}\textbf{C}^{-1}\textbf{A}$ is positive definite. Thus, the  VMTD's solution is
${\theta}_{\text{VMTDC}}=\textbf{A}^{-1}{b}$.

First, note that recursion (5) and (6) can be rewritten as, respectively, 
\begin{equation*}
    {\theta}_{k+1}\leftarrow {\theta}_k+\zeta_k {x}(k),
\end{equation*}
\begin{equation*}
    {u}_{k+1}\leftarrow {u}_k+\beta_k {y}(k),
\end{equation*}
where 
\begin{equation*}
    {x}(k)=\frac{\alpha_k}{\zeta_k}[(\delta_{k}- \omega_k) {\phi}_k - \gamma{\phi}'_{k}({\phi}^{\top}_k {u}_k)],
\end{equation*}
\begin{equation*}
    {y}(k)=\frac{\zeta_k}{\beta_k}[\delta_{k}-\omega_k - {\phi}^{\top}_k {u}_k]{\phi}_k.
\end{equation*}

Recursion (5) can also be rewritten as
\begin{equation*}
    {\theta}_{k+1}\leftarrow {\theta}_k+\beta_k z(k),
\end{equation*}
where
\begin{equation*}
    z(k)=\frac{\alpha_k}{\beta_k}[(\delta_{k}- \omega_k) {\phi}_k - \gamma{\phi}'_{k}({\phi}^{\top}_k {u}_k)],
\end{equation*}

Due to the settings of step-size schedule 
$\alpha_k = o(\zeta_k)$, $\zeta_k = o(\beta_k)$, ${x}(k)\rightarrow 0$, ${y}(k)\rightarrow 0$, $z(k)\rightarrow 0$ almost surely as $k\rightarrow 0$.
That is that the increments in iteration (7) are uniformly larger than
those in (6) and  the increments in iteration (6) are uniformly larger than
those in (5), thus (7) is the fastest recursion, (6) is the second fast recursion and (5) is the slower recursion.
Along the fastest time scale, iterations of (5), (6) and (7)
are associated to ODEs system as follows:
\begin{equation}
    \dot{{\theta}}(t) = 0,
    \label{thetavmtdcFastest}
\end{equation}
\begin{equation}
    \dot{{u}}(t) = 0,
    \label{uvmtdcFastest}
\end{equation}
\begin{equation}
    \dot{\omega}(t)=\mathbb{E}[\delta_t|{u}(t),{\theta}(t)]-\omega(t).
    \label{omegavmtdcFastest}
\end{equation}

Based on the ODE (\ref{thetavmtdcFastest}) and (\ref{uvmtdcFastest}), both ${\theta}(t)\equiv {\theta}$
and ${u}(t)\equiv {u}$ when viewed from the fastest timescale.
By the Hirsch lemma \cite{hirsch1989convergent}, it follows that
$||{\theta}_k-{\theta}||\rightarrow 0$ a.s. as $k\rightarrow \infty$ for some
${\theta}$ that depends on the initial condition ${\theta}_0$ of recursion
(5) and $||{u}_k-{u}||\rightarrow 0$ a.s. as $k\rightarrow \infty$ for some
$u$ that depends on the initial condition $u_0$ of recursion
(6). Thus, the ODE pair (\ref{thetavmtdcFastest})-(ref{omegavmtdcFastest})
can be written as 
\begin{equation}
    \dot{\omega}(t)=\mathbb{E}[\delta_t|{u},{\theta}]-\omega(t).
    \label{omegavmtdcFastestFinal}
\end{equation}

Consider the function $h(\omega)=\mathbb{E}[\delta|{\theta},{u}]-\omega$,
i.e., the driving vector field of the ODE (\ref{omegavmtdcFastestFinal}).
It is easy to find that the function $h$ is Lipschitz with coefficient
$-1$.
Let $h_{\infty}(\cdot)$ be the function defined by
 $h_{\infty}(\omega)=\lim_{r\rightarrow \infty}\frac{h(r\omega)}{r}$.
 Then  $h_{\infty}(\omega)= -\omega$,  is well-defined. 
 For (\ref{omegavmtdcFastestFinal}), $\omega^*=\mathbb{E}[\delta|{\theta},{u}]$
is the unique globally asymptotically stable equilibrium.
For the ODE
\begin{equation}
 \dot{\omega}(t) = h_{\infty}(\omega(t))= -\omega(t),
 \label{omegavmtdcInfty}
\end{equation}
apply $\vec{V}(\omega)=(-\omega)^{\top}(-\omega)/2$ as its
associated strict Liapunov function. Then,
the origin of (\ref{omegavmtdcInfty}) is a globally asymptotically stable
equilibrium.

Consider now the recursion (7).
Let
$M_{k+1}=(\delta_k-\omega_k)
-\mathbb{E}[(\delta_k-\omega_k)|\mathcal{F}(k)]$,
where $\mathcal{F}(k)=\sigma(\omega_l,{u}_l,{\theta}_l,l\leq k;{\phi}_s,{\phi}_s',r_s,s<k)$, 
$k\geq 1$ are the sigma fields
generated by $\omega_0,u_0,{\theta}_0,\omega_{l+1},{u}_{l+1},{\theta}_{l+1},{\phi}_l,{\phi}_l'$,
$0\leq l<k$.
It is easy to verify that $M_{k+1},k\geq0$ are integrable random variables that 
satisfy $\mathbb{E}[M_{k+1}|\mathcal{F}(k)]=0$, $\forall k\geq0$.
Because ${\phi}_k$, $r_k$, and ${\phi}_k'$   have
uniformly bounded second moments, it can be seen that for some constant
$c_1>0$, $\forall k\geq0$,
\begin{equation*}
\mathbb{E}[||M_{k+1}||^2|\mathcal{F}(k)]\leq
c_1(1+||\omega_k||^2+||{u}_k||^2+||{\theta}_k||^2).
\end{equation*}


Now Assumptions (A1) and (A2) of \cite{borkar2000ode} are verified.
Furthermore, Assumptions (TS) of \cite{borkar2000ode} is satisfied by our
conditions on the step-size sequences $\alpha_k$,$\zeta_k$, $\beta_k$. Thus,
by Theorem 2.2 of \cite{borkar2000ode} we obtain that
$||\omega_k-\omega^*||\rightarrow 0$ almost surely as $k\rightarrow \infty$.

Consider now the second time scale recursion (6).
Based on the above analysis, (6) can be rewritten as
% \begin{equation*}
%     {u}_{k+1}\leftarrow u_{k}+\zeta_{k}[\delta_{k}-\mathbb{E}[\delta_k|{u}_k,{\theta}_k] - {\phi}^{\top} (s_k) {u}_k]{\phi}(s_k).
% \end{equation*}
\begin{equation}
    \dot{{\theta}}(t) = 0,
    \label{thetavmtdcFaster}
\end{equation}
\begin{equation}
    \dot{u}(t) = \mathbb{E}[(\delta_t-\mathbb{E}[\delta_t|{u}(t),{\theta}(t)]){\phi}_t|{\theta}(t)] - \textbf{C}{u}(t).
    \label{uvmtdcFaster}
\end{equation}
The ODE (\ref{thetavmtdcFaster}) suggests that ${\theta}(t)\equiv {\theta}$ (i.e., a time invariant parameter)
when viewed from the second fast timescale.
By the Hirsch lemma \cite{hirsch1989convergent}, it follows that
$||{\theta}_k-{\theta}||\rightarrow 0$ a.s. as $k\rightarrow \infty$ for some
${\theta}$ that depends on the initial condition ${\theta}_0$ of recursion
(5). 

Consider now the recursion (6).
Let
$N_{k+1}=((\delta_k-\mathbb{E}[\delta_k]) - {\phi}_k {\phi}^{\top}_k {u}_k) -\mathbb{E}[((\delta_k-\mathbb{E}[\delta_k]) - {\phi}_k {\phi}^{\top}_k {u}_k)|\mathcal{I} (k)]$,
where $\mathcal{I}(k)=\sigma({u}_l,{\theta}_l,l\leq k;{\phi}_s,{\phi}_s',r_s,s<k)$, 
$k\geq 1$ are the sigma fields
generated by ${u}_0,{\theta}_0,{u}_{l+1},{\theta}_{l+1},{\phi}_l,{\phi}_l'$,
$0\leq l<k$.
It is easy to verify that $N_{k+1},k\geq0$ are integrable random variables that 
satisfy $\mathbb{E}[N_{k+1}|\mathcal{I}(k)]=0$, $\forall k\geq0$.
Because ${\phi}_k$, $r_k$, and ${\phi}_k'$   have
uniformly bounded second moments, it can be seen that for some constant
$c_2>0$, $\forall k\geq0$,
\begin{equation*}
\mathbb{E}[||N_{k+1}||^2|\mathcal{I}(k)]\leq
c_2(1+||{u}_k||^2+||{\theta}_k||^2).
\end{equation*}

Because ${\theta}(t)\equiv {\theta}$ from (\ref{thetavmtdcFaster}), the ODE pair (\ref{thetavmtdcFaster})-(\ref{uvmtdcFaster})
can be written as 
\begin{equation}
    \dot{{u}}(t) = \mathbb{E}[(\delta_t-\mathbb{E}[\delta_t|{\theta}]){\phi}_t|{\theta}] - \textbf{C}{u}(t).
    \label{uvmtdcFasterFinal}
\end{equation}
Now consider the function $h({u})=\mathbb{E}[\delta_t-\mathbb{E}[\delta_t|{\theta}]|{\theta}] -\textbf{C}{u}$, i.e., the
driving vector field of the ODE (\ref{uvmtdcFasterFinal}). For (\ref{uvmtdcFasterFinal}),
${u}^* = \textbf{C}^{-1}\mathbb{E}[(\delta-\mathbb{E}[\delta|{\theta}]){\phi}|{\theta}]$ is the unique globally asymptotically
stable equilibrium. Let $h_{\infty}({u})=-\textbf{C}{u}$.
For the ODE
\begin{equation}
    \dot{{u}}(t) = h_{\infty}({u}(t))= -\textbf{C}{u}(t),
    \label{uvmtdcInfty}
\end{equation}
the origin of (\ref{uvmtdcInfty}) is a globally asymptotically stable
equilibrium because $\textbf{C}$ is a positive definite matrix (because it is nonnegative definite and nonsingular).
Now Assumptions (A1) and (A2) of \cite{borkar2000ode} are verified.
Furthermore, Assumptions (TS) of \cite{borkar2000ode} is satisfied by our
conditions on the step-size sequences $\alpha_k$,$\zeta_k$, $\beta_k$. Thus,
by Theorem 2.2 of \cite{borkar2000ode} we obtain that
$||{u}_k-{u}^*||\rightarrow 0$ almost surely as $k\rightarrow \infty$.

Consider now the slower timescale recursion (5). In the light of the above,
(5) can be rewritten as 
\begin{equation}
    {\theta}_{k+1} \leftarrow {\theta}_{k} + \alpha_k (\delta_k -\mathbb{E}[\delta_k|{\theta}_k]) {\phi}_k\\
    - \alpha_k \gamma{\phi}'_{k}({\phi}^{\top}_k \textbf{C}^{-1}\mathbb{E}[(\delta_k -\mathbb{E}[\delta_k|{\theta}_k]){\phi}|{\theta}_k]).
\end{equation}
Let $\mathcal{G}(k)=\sigma({\theta}_l,l\leq k;{\phi}_s,{\phi}_s',r_s,s<k)$, 
$k\geq 1$ be the sigma fields
generated by ${\theta}_0,{\theta}_{l+1},{\phi}_l,{\phi}_l'$,
$0\leq l<k$. Let
\begin{equation*}
    \begin{array}{ccl}
    Z_{k+1}&=&((\delta_k -\mathbb{E}[\delta_k|{\theta}_k]) {\phi}_k - \gamma {\phi}'_{k}{\phi}^{\top}_k \textbf{C}^{-1}\mathbb{E}[(\delta_k -\mathbb{E}[\delta_k|{\theta}_k]){\phi}|{\theta}_k])\\ 
     & &-\mathbb{E}[((\delta_k -\mathbb{E}[\delta_k|{\theta}_k]) {\phi}_k - \gamma {\phi}'_{k}{\phi}^{\top}_k \textbf{C}^{-1}\mathbb{E}[(\delta_k -\mathbb{E}[\delta_k|{\theta}_k]){\phi}|{\theta}_k])|\mathcal{G}(k)]\\
    &=&((\delta_k -\mathbb{E}[\delta_k|{\theta}_k]) {\phi}_k - \gamma {\phi}'_{k}{\phi}^{\top}_k \textbf{C}^{-1}\mathbb{E}[(\delta_k -\mathbb{E}[\delta_k|{\theta}_k]){\phi}|{\theta}_k])\\
    & &-\mathbb{E}[(\delta_k -\mathbb{E}[\delta_k|{\theta}_k]) {\phi}_k|{\theta}_k] - \gamma\mathbb{E}[{\phi}' {\phi}^{\top}]\textbf{C}^{-1}\mathbb{E}[(\delta_k -\mathbb{E}[\delta_k|{\theta}_k]) {\phi}_k|{\theta}_k].
    \end{array}
\end{equation*}
It is easy to see that $Z_k$, $k\geq 0$ are integrable random variables and $\mathbb{E}[Z_{k+1}|\mathcal{G}(k)]=0$, $\forall k\geq0$. Further,
\begin{equation*}
\mathbb{E}[||Z_{k+1}||^2|\mathcal{G}(k)]\leq
c_3(1+||{\theta}_k||^2), k\geq 0
\end{equation*}
for some constant $c_3 \geq 0$, again beacuse ${\phi}_k$, $r_k$, and ${\phi}_k'$   have
uniformly bounded second moments, it can be seen that for some constant.

Consider now the following ODE associated with (5):
\begin{equation}
    \dot{{\theta}}(t) = (\textbf{I} - \mathbb{E}[\gamma {\phi}' {\phi}^{\top}]\textbf{C}^{-1})\mathbb{E}[(\delta -\mathbb{E}[\delta|{\theta}(t)]) {\phi}|{\theta}(t)].
    \label{thetavmtdcSlowerFinal}
\end{equation}
Let 
\begin{equation*}
\begin{array}{ccl}
    \vec{h}({\theta}(t))&=&(\textbf{I} - \mathbb{E}[\gamma {\phi}' {\phi}^{\top}]\textbf{C}^{-1})\mathbb{E}[(\delta -\mathbb{E}[\delta|{\theta}(t)]) {\phi}|{\theta}(t)]\\
    &=&(\textbf{C} - \mathbb{E}[\gamma {\phi}' {\phi}^{\top}])\textbf{C}^{-1}\mathbb{E}[(\delta -\mathbb{E}[\delta|{\theta}(t)]) {\phi}|{\theta}(t)]\\
    &=& (\mathbb{E}[{\phi} {\phi}^{\top}] - \mathbb{E}[\gamma {\phi}' {\phi}^{\top}])\textbf{C}^{-1}\mathbb{E}[(\delta -\mathbb{E}[\delta|{\theta}(t)]) {\phi}|{\theta}(t)]\\
    &=& \textbf{A}^{\top}\textbf{C}^{-1}(-\textbf{A}{\theta}(t)+{b}),
\end{array}
\end{equation*}
because $\mathbb{E}[(\delta -\mathbb{E}[\delta|{\theta}(t)]) {\phi}|{\theta}(t)]=-\textbf{A}{\theta}(t)+{b}$, where 
$\textbf{A} = \mathrm{Cov}({\phi},{\phi}-\gamma{\phi}')$, ${b}=\mathrm{Cov}(r,{\phi})$, and $\textbf{C}=\mathbb{E}[{\phi}{\phi}^{\top}]$

Therefore,
${\theta}^*=\textbf{A}^{-1}{b}$ can be seen to be the unique globally asymptotically
stable equilibrium for ODE (\ref{thetavmtdcSlowerFinal}).
Let $\vec{h}_{\infty}({\theta})=\lim_{r\rightarrow
\infty}\frac{\vec{h}(r{\theta})}{r}$. Then
$\vec{h}_{\infty}({\theta})=-\textbf{A}^{\top}\textbf{C}^{-1}\textbf{A}{\theta}$ is well-defined. 
Consider now the ODE
\begin{equation}
\dot{{\theta}}(t)=-\textbf{A}^{\top}\textbf{C}^{-1}\textbf{A}{\theta}(t).
\label{odethetavmtdcfinal}
\end{equation}

Because $\textbf{C}^{-1}$ is positive definite and $\textbf{A}$ has full rank (as it
is nonsingular by assumption), the matrix $\textbf{A}^{\top} \textbf{C}^{-1}\textbf{A}$ is also
positive definite. 
The ODE (\ref{odethetavmtdcfinal}) has the origin as its unique globally asymptotically stable equilibrium.
Thus, the assumption (A1) and (A2) are verified.

The proof is given above.
In the fastest time scale, the parameter $w$ converges to
$\mathbb{E}[\delta|{u}_k,{\theta}_k]$.
In the second fast time scale,
the parameter $u$ converges to $\textbf{C}^{-1}\mathbb{E}[(\delta-\mathbb{E}[\delta|{\theta}_k]){\phi}|{\theta}_k]$.
In the slower time scale,
the parameter ${\theta}$ converges to $\textbf{A}^{-1}{b}$.
\end{proof}

\subsection{Proof of Theorem 2}
\label{proofVMETD}
\begin{proof}
    \label{th1proof}   
        The proof of VMETD's convergence is also based on Borkar's Theorem   for
        general stochastic approximation recursions with two time scales
        \cite{borkar1997stochastic}. 
        
The  VMTD's solution is
        ${\theta}_{\text{VMETD}}=\textbf{A}_{\text{VMETD}}^{-1}{b}_{\text{VMETD}}$.
        
        First, note that recursion (19) can be rewritten as
        \begin{equation*}
        {\theta}_{k+1}\leftarrow {\theta}_k+\beta_k{\xi}(k),
        \end{equation*}
        where
        \begin{equation*}
        {\xi}(k)=\frac{\alpha_k}{\beta_k} (F_k \rho_k\delta_k - \omega_{k+1}){\phi}_k
        \end{equation*}
        Due to the settings of step-size schedule $\alpha_k = o(\beta_k)$,
        ${\xi}(k)\rightarrow 0$ almost surely as $k\rightarrow\infty$. 
        That is the increments in iteration (13) are uniformly larger than
        those in (12), thus (13) is the faster recursion.
        Along the faster time scale, iterations of (12) and (13)
        are associated to ODEs system as follows:
        \begin{equation}
        \dot{{\theta}}(t) = 0,
        \label{thetaFast}
        \end{equation}
        \begin{equation}
        \dot{\omega}(t)=\mathbb{E}_{\mu}[F_t\rho_t\delta_t|{\theta}(t)]-\omega(t).
        \label{omegaFast}
        \end{equation}
        Based on the ODE (\ref{thetaFast}), ${\theta}(t)\equiv {\theta}$ when
        viewed from the faster timescale. 
        By the Hirsch lemma \cite{hirsch1989convergent}, it follows that
        $||{\theta}_k-{\theta}||\rightarrow 0$ a.s. as $k\rightarrow \infty$ for some
        ${\theta}$ that depends on the initial condition ${\theta}_0$ of recursion
        (12).
        Thus, the ODE pair (\ref{thetaFast})-(\ref{omegaFast}) can be written as
        \begin{equation}
        \dot{\omega}(t)=\mathbb{E}_{\mu}[F_t\rho_t\delta_t|{\theta}]-\omega(t).
        \label{omegaFastFinal}
        \end{equation}
        Consider the function $h(\omega)=\mathbb{E}_{\mu}[F\rho\delta|{\theta}]-\omega$,
        i.e., the driving vector field of the ODE (\ref{omegaFastFinal}).
        It is easy to find that the function $h$ is Lipschitz with coefficient
        $-1$.
        Let $h_{\infty}(\cdot)$ be the function defined by
         $h_{\infty}(\omega)=\lim_{x\rightarrow \infty}\frac{h(x\omega)}{x}$.
         Then  $h_{\infty}(\omega)= -\omega$,  is well-defined. 
         For (\ref{omegaFastFinal}), $\omega^*=\mathbb{E}_{\mu}[F\rho\delta|{\theta}]$
        is the unique globally asymptotically stable equilibrium.
         For the ODE
          \begin{equation}
         \dot{\omega}(t) = h_{\infty}(\omega(t))= -\omega(t),
         \label{omegaInfty}
         \end{equation}
         apply $\vec{V}(\omega)=(-\omega)^{\top}(-\omega)/2$ as its
        associated strict Liapunov function. Then,
        the origin of (\ref{omegaInfty}) is a globally asymptotically stable
        equilibrium.
        
        
        Consider now the recursion (13).
        Let
        $M_{k+1}=(F_k\rho_k\delta_k-\omega_k)
        -\mathbb{E}_{\mu}[(F_k\rho_k\delta_k-\omega_k)|\mathcal{F}(k)]$,
        where $\mathcal{F}(k)=\sigma(\omega_l,{\theta}_l,l\leq k;{\phi}_s,{\phi}_s',r_s,s<k)$, 
        $k\geq 1$ are the sigma fields
        generated by $\omega_0,{\theta}_0,\omega_{l+1},{\theta}_{l+1},{\phi}_l,{\phi}_l'$,
        $0\leq l<k$.
        It is easy to verify that $M_{k+1},k\geq0$ are integrable random variables that 
        satisfy $\mathbb{E}[M_{k+1}|\mathcal{F}(k)]=0$, $\forall k\geq0$.
        Because ${\phi}_k$, $r_k$, and ${\phi}_k'$   have
        uniformly bounded second moments, it can be seen that for some constant
        $c_1>0$, $\forall k\geq0$,
        \begin{equation*}
        \mathbb{E}[||M_{k+1}||^2|\mathcal{F}(k)]\leq
        c_1(1+||\omega_k||^2+||{\theta}_k||^2).
        \end{equation*}
        
        
        Now Assumptions (A1) and (A2) of \cite{borkar2000ode} are verified.
        Furthermore, Assumptions (TS) of \cite{borkar2000ode} is satisfied by our
        conditions on the step-size sequences $\alpha_k$, $\beta_k$. Thus,
        by Theorem 2.2 of \cite{borkar2000ode} we obtain that
        $||\omega_k-\omega^*||\rightarrow 0$ almost surely as $k\rightarrow \infty$.
        
        Consider now the slower time scale recursion (12).
        Based on the above analysis, (12) can be rewritten as 
        % \begin{equation*}
        % {\theta}_{k+1}\leftarrow
        % {\theta}_{k}+\alpha_k(F_k\rho_k\delta_k-\mathbb{E}_{\mu}[F_k\rho_k\delta_k|{\theta}_k]){\phi}_k.
        % \end{equation*}

        \begin{equation*}
            \begin{split}
                {\theta}_{k+1}&\leftarrow {\theta}_k+\alpha_k (F_k \rho_k\delta_k - \omega_k){\phi}_k -\alpha_k \omega_{k+1}{\phi}_k\\
                &={\theta}_{k}+\alpha_k(F_k\rho_k\delta_k-\mathbb{E}_{\mu}[F_k\rho_k\delta_k|{\theta}_k]){\phi}_k\\
            &={\theta}_k+\alpha_k F_k \rho_k (R_{k+1}+\gamma {\theta}_k^{\top}{\phi}_{k+1}-{\theta}_k^{\top}{\phi}_k){\phi}_k -\alpha_k \mathbb{E}_{\mu}[F_k \rho_k \delta_k]{\phi}_k\\
            &= {\theta}_k+\alpha_k \{\underbrace{(F_k\rho_kR_{k+1}-\mathbb{E}_{\mu}[F_k\rho_k R_{k+1}]){\phi}_k}_{{b}_{\text{VMETD},k}}
            -\underbrace{(F_k\rho_k{\phi}_k({\phi}_k-\gamma{\phi}_{k+1})^{\top}-{\phi}_k\mathbb{E}_{\mu}[F_k\rho_k ({\phi}_k-\gamma{\phi}_{k+1})]^{\top})}_{\textbf{A}_{\text{VMETD},k}}{\theta}_k\}
        \end{split}
        \end{equation*}
        
        Let $\mathcal{G}(k)=\sigma({\theta}_l,l\leq k;{\phi}_s,{\phi}_s',r_s,s<k)$, 
        $k\geq 1$ be the sigma fields
        generated by ${\theta}_0,{\theta}_{l+1},{\phi}_l,{\phi}_l'$,
        $0\leq l<k$.
        Let 
        $
        Z_{k+1} = Y_{k}-\mathbb{E}[Y_{k}|\mathcal{G}(k)],
        $
        where
        \begin{equation*}
        Y_{k}=(F_k\rho_k\delta_k-\mathbb{E}_{\mu}[F_k\rho_k\delta_k|{\theta}_k]){\phi}_k.
        \end{equation*}
        Consequently,
        \begin{equation*}
        \begin{array}{ccl}
        \mathbb{E}_{\mu}[Y_k|\mathcal{G}(k)]&=&\mathbb{E}_{\mu}[(F_k\rho_k\delta_k-\mathbb{E}_{\mu}[F_k\rho_k\delta_k|{\theta}_k]){\phi}_k|\mathcal{G}(k)]\\
        &=&\mathbb{E}_{\mu}[F_k\rho_k\delta_k{\phi}_k|{\theta}_k]
        -\mathbb{E}_{\mu}[\mathbb{E}_{\mu}[F_k\rho_k\delta_k|{\theta}_k]{\phi}_k]\\
        &=&\mathbb{E}_{\mu}[F_k\rho_k\delta_k{\phi}_k|{\theta}_k]
        -\mathbb{E}_{\mu}[F_k\rho_k\delta_k|{\theta}_k]\mathbb{E}_{\mu}[{\phi}_k]\\
        &=&\mathrm{Cov}(F_k\rho_k\delta_k|{\theta}_k,{\phi}_k),
        \end{array}
        \end{equation*}
        where $\mathrm{Cov}(\cdot,\cdot)$ is a covariance operator.
        
         Thus,
         \begin{equation*}
        \begin{array}{ccl}
        Z_{k+1}&=&(F_k\rho_k\delta_k-\mathbb{E}[\delta_k|{\theta}_k]){\phi}_k-\mathrm{Cov}(F_k\rho_k\delta_k|{\theta}_k,{\phi}_k).
        \end{array}
        \end{equation*}
        It is easy to verify that $Z_{k+1},k\geq0$ are integrable random variables that 
        satisfy $\mathbb{E}[Z_{k+1}|\mathcal{G}(k)]=0$, $\forall k\geq0$.
        Also, because ${\phi}_k$, $r_k$, and ${\phi}_k'$  have
        uniformly bounded second moments, it can be seen that for some constant
        $c_2>0$, $\forall k\geq0$,
        \begin{equation*}
        \mathbb{E}[||Z_{k+1}||^2|\mathcal{G}(k)]\leq
        c_2(1+||{\theta}_k||^2).
        \end{equation*}
        
        Consider now the following ODE associated with (12):
        \begin{equation}
        \begin{array}{ccl}
        \dot{{\theta}}(t)&=&-\textbf{A}_{\text{VMETD}}{\theta}(t)+{b}_{\text{VMETD}}.
        \end{array}
        \label{odetheta}
        \end{equation}
        \begin{equation}
            \begin{split}
                \textbf{A}_{\text{VMETD}}&=\lim_{k \rightarrow \infty} \mathbb{E}[\textbf{A}_{\text{VMETD},k}]\\
                &= \lim_{k \rightarrow \infty} \mathbb{E}_{\mu}[F_k \rho_k {\phi}_k ({\phi}_k - \gamma {\phi}_{k+1})^{\top}]- \lim_{k\rightarrow \infty} \mathbb{E}_{\mu}[  {\phi}_k]\mathbb{E}_{\mu}[F_k \rho_k ({\phi}_k - \gamma {\phi}_{k+1})]^{\top}\\  
                % &= \lim_{k \rightarrow \infty} \mathbb{E}_{\mu}[\underbrace{{\phi}_k}_{X}\underbrace{F_k \rho_k  ({\phi}_k - \gamma {\phi}_{k+1})^{\top}}_{Y}]- \lim_{k\rightarrow \infty} \mathbb{E}_{\mu}[  {\phi}_k]\mathbb{E}_{\mu}[F_k \rho_k ({\phi}_k - \gamma {\phi}_{k+1})]^{\top}\\  
                &= \lim_{k \rightarrow \infty} \mathbb{E}_{\mu}[{\phi}_kF_k \rho_k  ({\phi}_k - \gamma {\phi}_{k+1})^{\top}]- \lim_{k\rightarrow \infty} \mathbb{E}_{\mu}[  {\phi}_k]\mathbb{E}_{\mu}[F_k \rho_k ({\phi}_k - \gamma {\phi}_{k+1})]^{\top}\\ 
                &= \lim_{k \rightarrow \infty} \mathbb{E}_{\mu}[{\phi}_kF_k \rho_k ({\phi}_k - \gamma {\phi}_{k+1})^{\top}]- \lim_{k \rightarrow \infty} \mathbb{E}_{\mu}[ {\phi}_k]\lim_{k \rightarrow \infty}\mathbb{E}_{\mu}[F_k \rho_k ({\phi}_k - \gamma {\phi}_{k+1})]^{\top}\\   
                &=\sum_{s} f(s) {\phi}(s)({\phi}(s) - \gamma \sum_{s'}[\textbf{P}_{\pi}]_{ss'}{\phi}(s'))^{\top} - \sum_{s} d_{\mu}(s) {\phi}(s) * \sum_{s} f(s)({\phi}(s) - \gamma \sum_{s'}[\textbf{P}_{\pi}]_{ss'}{\phi}(s'))^{\top}  \\
                &={{\Phi}}^{\top} \textbf{F} (\textbf{I} - \gamma \textbf{P}_{\pi}) {\Phi} - {{\Phi}}^{\top} \textbf{d}_{\mu} \textbf{f}^{\top} (\textbf{I} - \gamma \textbf{P}_{\mu}) {\Phi}  \\
                &={{\Phi}}^{\top} (\textbf{F} - \textbf{d}_{\mu} \textbf{f}^{\top}) (\textbf{I} - \gamma \textbf{P}_{\pi}){{\Phi}} \\
                &={{\Phi}}^{\top} (\textbf{F} (\textbf{I} - \gamma \textbf{P}_{\pi})-\textbf{d}_{\mu} \textbf{f}^{\top} (\textbf{I} - \gamma \textbf{P}_{\pi})){{\Phi}} \\
                &={{\Phi}}^{\top} (\textbf{F} (\textbf{I} - \gamma \textbf{P}_{\pi})-\textbf{d}_{\mu} \textbf{d}_{\mu}^{\top} ){{\Phi}} \\
            \end{split}
        \end{equation}
        \begin{equation}
            \begin{split}
                {b}_{\text{VMETD}}&=\lim_{k \rightarrow \infty} \mathbb{E}[{b}_{\text{VMETD},k}]\\
                &= \lim_{k \rightarrow \infty} \mathbb{E}_{\mu}[F_k\rho_kR_{k+1}{\phi}_k]- \lim_{k\rightarrow \infty} \mathbb{E}_{\mu}[{\phi}_k]\mathbb{E}_{\mu}[F_k\rho_kR_{k+1}]\\  
                &= \lim_{k \rightarrow \infty} \mathbb{E}_{\mu}[{\phi}_kF_k\rho_kR_{k+1}]- \lim_{k\rightarrow \infty} \mathbb{E}_{\mu}[  {\phi}_k]\mathbb{E}_{\mu}[{\phi}_k]\mathbb{E}_{\mu}[F_k\rho_kR_{k+1}]\\ 
                &= \lim_{k \rightarrow \infty} \mathbb{E}_{\mu}[{\phi}_kF_k\rho_kR_{k+1}]- \lim_{k \rightarrow \infty} \mathbb{E}_{\mu}[ {\phi}_k]\lim_{k \rightarrow \infty}\mathbb{E}_{\mu}[F_k\rho_kR_{k+1}]\\  
                &=\sum_{s} f(s) {\phi}(s)r_{\pi} - \sum_{s} d_{\mu}(s) {\phi}(s) * \sum_{s} f(s)r_{\pi}  \\
                &={{\Phi}}^{\top}(\textbf{F}-\textbf{d}_{\mu} \textbf{f}^{\top})\textbf{r}_{\pi} \\
            \end{split}
        \end{equation}
        Let $\vec{h}({\theta}(t))$ be the driving vector field of the ODE
        (\ref{odetheta}).
        \begin{equation*}
        \vec{h}({\theta}(t))=-\textbf{A}_{\text{VMETD}}{\theta}(t)+{b}_{\text{VMETD}}.
        \end{equation*}

        An ${\Phi}^{\top}{\text{X}}{\Phi}$ matrix of this
        form will be positive definite whenever the matrix ${\text{X}}$ is positive definite.
        Any matrix ${\text{X}}$ is positive definite if and only if
        the symmetric matrix ${\text{S}}={\text{X}}+{\text{X}}^{\top}$ is positive definite. 
        Any symmetric real matrix ${\text{S}}$ is positive definite if the absolute values of
        its diagonal entries are greater than the sum of the absolute values of the corresponding
        off-diagonal entries\cite{sutton2016emphatic}. 
        
        \begin{equation}
            \label{rowsum}
            \begin{split}
            (\textbf{F} (\textbf{I} - \gamma \textbf{P}_{\pi})-\textbf{d}_{\mu} \textbf{d}_{\mu}^{\top} )\textbf{1}
            &=\textbf{F} (\textbf{I} - \gamma \textbf{P}_{\pi})\textbf{1}-\textbf{d}_{\mu} \textbf{d}_{\mu}^{\top} \textbf{1}\\
            &=\textbf{F}(\textbf{1}-\gamma \textbf{P}_{\pi} \textbf{1})-\textbf{d}_{\mu} \textbf{d}_{\mu}^{\top} \textbf{1}\\
            &=(1-\gamma)\textbf{F}\textbf{1}-\textbf{d}_{\mu} \textbf{d}_{\mu}^{\top} \textbf{1}\\
            &=(1-\gamma)\textbf{f}-\textbf{d}_{\mu} \textbf{d}_{\mu}^{\top} \textbf{1}\\
            &=(1-\gamma)\textbf{f}-\textbf{d}_{\mu} \\
            &=(1-\gamma)(\textbf{I}-\gamma\textbf{P}_{\pi}^{\top})^{-1}\textbf{d}_{\mu}-\textbf{d}_{\mu} \\
            &=(1-\gamma)[(\textbf{I}-\gamma\textbf{P}_{\pi}^{\top})^{-1}-\textbf{I}]\textbf{d}_{\mu} \\
            &=(1-\gamma)[\sum_{t=0}^{\infty}(\gamma\textbf{P}_{\pi}^{\top})^{t}-\textbf{I}]\textbf{d}_{\mu} \\
            &=(1-\gamma)[\sum_{t=1}^{\infty}(\gamma\textbf{P}_{\pi}^{\top})^{t}]\textbf{d}_{\mu} > 0 \\
            \end{split}
            \end{equation}
        \begin{equation}
            \label{columnsum}
            \begin{split}
            \textbf{1}^{\top}(\textbf{F} (\textbf{I} - \gamma \textbf{P}_{\pi})-\textbf{d}_{\mu} \textbf{d}_{\mu}^{\top} )
            &=\textbf{1}^{\top}\textbf{F} (\textbf{I} - \gamma \textbf{P}_{\pi})-\textbf{1}^{\top}\textbf{d}_{\mu} \textbf{d}_{\mu}^{\top} \\
            &=\textbf{d}_{\mu}^{\top}-\textbf{1}^{\top}\textbf{d}_{\mu} \textbf{d}_{\mu}^{\top} \\
            &=\textbf{d}_{\mu}^{\top}- \textbf{d}_{\mu}^{\top} \\
            &=0
            \end{split}
        \end{equation}
        (\ref{rowsum}) and (\ref{columnsum}) show that the matrix $\textbf{F} (\textbf{I} - \gamma \textbf{P}_{\pi})-\textbf{d}_{\mu} \textbf{d}_{\mu}^{\top}$ of
         diagonal entries are positive and its off-diagonal entries are negative. So its each row sum plus the corresponding column sum is positive. 
        So $\textbf{A}_{\text{VMETD}}$ is positive definite.
        

        
        Therefore,
        ${\theta}^*=\textbf{A}_{\text{VMETD}}^{-1}{b}_{\text{VMETD}}$ can be seen to be the unique globally asymptotically
        stable equilibrium for ODE (\ref{odetheta}).
        Let $\vec{h}_{\infty}({\theta})=\lim_{r\rightarrow
        \infty}\frac{\vec{h}(r{\theta})}{r}$. Then
        $\vec{h}_{\infty}({\theta})=-\textbf{A}_{\text{VMETD}}{\theta}$ is well-defined. 
        Consider now the ODE
        \begin{equation}
        \dot{{\theta}}(t)=-\textbf{A}_{\text{VMETD}}{\theta}(t).
        \label{odethetafinal}
        \end{equation}
        The ODE (\ref{odethetafinal}) has the origin as its unique globally asymptotically stable equilibrium.
        Thus, the assumption (A1) and (A2) are verified.
    \end{proof}


% \section{Mathematical Analysis}
% \label{mathematicalanalysis}
% Table \ref{keymatrices} shows the key matrices of various algorithms.
% Table \ref{minimumeigenvalues} shows minimum eigenvalues $\frac{1}{2}\lambda_{\min}(\textbf{A} + \textbf{A}^\top)$ of various algorithms on several examples.
% \begin{table}[htb]
%     \centering
%        \caption{Key matrices of various algorithms.}
%        \label{keymatrices}
%        {
%        \begin{tabular}{cccc}
%            \toprule
%            Algorithm&Key matrix $\textbf{A}$&{Positive definite}&{${b}$}\\\midrule
%            On-policy TD&${\Phi}^{\top}\textbf{D}_{\pi}(\textbf{I}-\gamma
%          \textbf{P}_{\pi}){\Phi}$&$\checkmark$&${b}_{\text{on}}={\Phi}^{\top}\textbf{D}_{\pi}\textbf{r}_{\pi}$\\
%          On-policy VMTD&${{\Phi}}^{\top}(\textbf{D}_{\pi}-\textbf{d}_{\pi} \textbf{d}_{\pi}^{\top} )(\textbf{I} - \gamma\textbf{P}_{\pi}){{\Phi}}$
%            &$\checkmark$&${\Phi}^{\top}(\textbf{D}_{\pi}-\textbf{d}_{\pi} \textbf{d}_{\pi}^{\top})\textbf{r}_{\pi}$\\
%          \midrule
%          Off-policy TD&$\textbf{A}_{\text{off}}={{\Phi}}^{\top}\textbf{D}_{\mu}(\textbf{I}-\gamma
%          \textbf{P}_{\pi}){{\Phi}}$&$\times$&${b}_{\text{off}}={\Phi}^{\top}\textbf{D}_{\mu}\textbf{r}_{\pi}$\\
%            TDC& $\textbf{A}_{\text{off}}^{\top}\textbf{C}^{-1}\textbf{A}_{\text{off}}$&$\checkmark$&$\textbf{A}_{\text{off}}^{\top}\textbf{C}^{-1}{b}_{\text{off}}$
%            \\
%            ETD& ${{\Phi}}^{\top}\textbf{F} (\textbf{I} - \gamma \textbf{P}_{\pi}){{\Phi}}$
%            &$\checkmark$&${\Phi}^{\top}\textbf{F}\textbf{r}_{\pi}$\\
%            \midrule
%            Off-policy VMTD&$\textbf{A}_{\text{VMTD}}={{\Phi}}^{\top} (\textbf{D}_{\mu}-\textbf{d}_{\mu} \textbf{d}_{\mu}^{\top} )(\textbf{I} - \gamma\textbf{P}_{\pi}){{\Phi}}$
%            &$\times$&${b}_{\text{VMTD}}={\Phi}^{\top}(\textbf{D}_{\mu}-\textbf{d}_{\mu} \textbf{d}_{\mu}^{\top})\textbf{r}_{\pi}$\\
%            VMTDC& $\textbf{A}_{\text{VMTD}}^{\top}\textbf{C}^{-1}\textbf{A}_{\text{VMTD}}$&$\checkmark$&$\textbf{A}_{\text{VMTD}}^{\top}\textbf{C}^{-1}{b}_{\text{VMTD}}$
%            \\
%            VMETD& ${{\Phi}}^{\top} (\textbf{F} (\textbf{I} - \gamma \textbf{P}_{\pi})-\textbf{d}_{\mu} \textbf{d}_{\mu}^{\top} ){{\Phi}}$
%            &$\checkmark$&${\Phi}^{\top}(\textbf{F}-\textbf{d}_{\mu} \textbf{f}^{\top})\textbf{r}_{\pi}$\\
%            \bottomrule
%        \end{tabular}
%        }
% \end{table}
% \begin{table}[htb]
%     \centering
%     \caption{Minimum eigenvalues $\frac{1}{2}\lambda_{\min}(\textbf{A} + \textbf{A}^\top)$ of various algorithms on several examples.}
%     \label{minimumeigenvalues}
%     {
%     \begin{tabular}{ccccccc}
%         \toprule
%         \multirow{2}{*}{Algorithm}&\multirow{2}{*}{2-state} & \multirow{2}{*}{Baird's}&\multicolumn{3}{c}{Random Walk}&\multirow{2}{*}{Boyan Chain}
%             \\\cmidrule{4-6} %\cline{3-4}
%         &&&Tabular & Inverted & Dependent& \\
%         \midrule
%         TD& $-0.2$ & $-0.791$&$0.018$&$0.017$&$0.07$&$0.024$\\
%         VMTD & & & & & &  \\
%         \midrule
%         TDC&$0.016$ & $-0.002$&$0.002$&$0.007$&$0.011$&$0.002$\\
%         VMTDC & & & & & &  \\
%         \midrule
%         ETD&$\textbf{3.4}$& $-2.82e-16$&$\textbf{0.195}$&$\textbf{0.165}$&$\textbf{0.76}$&$\textbf{0.245}$\\
%         VMETD & & & & & &  \\
%         \bottomrule
%     \end{tabular}
%     }
% \end{table}
% \begin{table}[htb]
%     \label{bairdcounterexample}
%     \centering
%     \caption{Baird's Counterexample.}
%     {
%     \begin{tabular}{ccc}
%         \toprule
%         \multirow{2}{*}{Algorithm}&\multicolumn{2}{c}{Baird's Counterexample}
%             \\\cmidrule{2-3} 
%         &Two State & Seven State \\
%         \midrule
%         TD& [-0.2]& [-7.91e-01, 1.07e-16, 5.71e-01, 5.71e-01, 5.71e-01, 5.71e-01, 5.71e-01, 7.48e-01]\\
%         VMTD & [0.25]& [-2.25e-01, -3.45e-17, 5.711e-01, 5.71e-01, 5.71e-01, 5.71e-01, 5.71e-01, 2.87e+00] \\
%         \midrule
%         TDC&[0.016]&[-0.0024, 0.0078, 0.5714, 0.5714, 0.5714, 0.5714, 0.5729, 1.7682]\\
%         VMTDC &[0.025] &[-1.55e-03, -3.15e-04, 3.56e-01, 5.47e-01, 5.70e-01, 5.72e-01, 5.83e-01, 5.98e-01]   \\
%         \midrule
%         ETD& [3.4]& [-2.82e-16, 5.71e-01, 5.71e-01, 5.71e-01, 5.71e-01, 5.71e-01, 7.40e-01, 3.72e+00]\\
%         VMETD &[1.15] &[-2.25e-01, -3.45e-17, 5.71e-01, 5.71e-01, 5.71e-01, 5.71e-01, 5.71e-01, 2.86e+00]  \\
%         \bottomrule
%     \end{tabular}
%     }
% \end{table}
% \begin{table}[htb]
%     \label{randomwalk}
%     \centering
%     \caption{Random Walk.}
%     {
%     \begin{tabular}{cccc}
%         \toprule
%         \multirow{2}{*}{Algorithm}&\multicolumn{3}{c}{Random Walk}
%             \\\cmidrule{2-4} 
%         &Tabular & Inverted & Dependent \\
%         \midrule
%         TD&[0.018,0.074,0.183,0.260,0.464] &[0.017,0.044,0.065,0.083,0.116] &[0.070,0.113,0.138]\\
%         VMTD & [1.62e-17,0.073,0.180,0.260,0.463]& [-2.07e-17,0.018,0.045,0.065,0.115] &[0.022,0.115,0.116]\\
%         \midrule
%         TDC&[0.002,0.046,0.240,0.364,0.769]&[0.007,0.012,0.060,0.091,0.192]&[0.011,0.065,0.182]\\
%         VMTDC & [6.74e-17,0.044,0.240,0.364,0.769]& [-7.248e-18,0.011,0.060,0.091,0.192] & [0.0008,0.062,0.182]\\
%         \midrule
%         ETD&[0.195,0.669,1.712,2.765,4.660] & [0.165,0.420,0.678,0.820,1.168]&[0.760,1.084,1.394]\\
%         VMETD &[-3.40e-04,0.664,1.69,2.76,4.65] & [-0.001,0.167,0.423,0.689,1.163]&[0.221,1.043,1.293] \\
%         \bottomrule
%     \end{tabular}
%     }
% \end{table}
% \begin{table}[htb]
%     \label{boyanchain}
%     \centering
%        \caption{Boyan Chain.}
%        {
%        \begin{tabular}{cc}
%            \toprule
%            Algorithm&eigenvalues\\
%            \midrule
%            TD&[0.024495,0.054,0.065,0.135]\\
%          VMTD&[2.70e-18,0.053,0.065,0.135]\\
%          \midrule
%            TDC&[0.002,0.058,0.067,0.153] \\
%            VMTDC& [-1.40e-18,0.057,0.067,0.153]\\
%            \midrule
%            ETD& [0.245,0.540,0.647,1.352]\\
%            VMETD&[1.57e-17,0.529,0.647,1.352] \\
%            \bottomrule
%        \end{tabular}
%        }
% \end{table}

\section{Experimental details}
\label{experimentaldetails}
% The 2-state counterexample and the 7-state counterexample 
% are well-known off-policy experimental environments. The 2-state 
% counterexample is relatively simple, so next, I'll provide a detailed 
% description of the 7-state counterexample environment.

% \textbf{Baird's off-policy counterexample:} This task is well known as a
% counterexample, in which TD diverges \cite{baird1995residual,sutton2009fast}. As
% shown in Figure \ref{bairdexample}, reward for each transition is zero. Thus the true values are zeros for all states and for any given policy. The behaviour policy
% chooses actions represented by solid lines with a probability of $\frac{1}{7}$
% and actions represented by dotted lines with a probability of $\frac{6}{7}$. The
% target policy is expected to choose the solid line with more probability than $\frac{1}{7}$,
% and it chooses the solid line with probability of $1$ in this paper.
%  The discount factor $\gamma =0.99$, and the feature matrix is
% defined in Appendix \ref{experimentaldetails} \cite{baird1995residual,sutton2009fast,maei2011gradient}.
% \begin{figure}
%     \begin{center}
%     \input{pic/BairdExample.tex}
%     \caption{7-state version of Baird's off-policy counterexample.}
%     \label{bairdexample}
%     \end{center}
% \end{figure}

% The feature matrix of 7-state version of Baird's off-policy counterexample is
% defined as follow:
% \begin{equation*}
% \Phi_{Counter}=\left[ 
% \begin{array}{cccccccc}
% 1 & 2& 0& 0& 0& 0& 0& 0\\
% 1 & 0& 2& 0& 0& 0& 0& 0\\
% 1 & 0& 0& 2& 0& 0& 0& 0\\
% 1 & 0& 0& 0& 2& 0& 0& 0\\
% 1 & 0& 0& 0& 0& 2& 0& 0\\
% 1 & 0& 0& 0& 0& 0& 2& 0\\
% 2 & 0& 0& 0& 0& 0& 0& 1
% \end{array}\right]
% \end{equation*}
2-state version of Baird's off-policy counterexample: All learning rates follow linear learning rate decay.
For TD algorithm, $\frac{\alpha_k}{\omega_k}=4$ and $\alpha_0 = 0.1$.
For TDC algorithm, $\frac{\alpha_k}{\zeta_k}=5$ and $\alpha_0 = 0.1$.
For VMTDC algorithm, $\frac{\alpha_k}{\zeta_k}=5$, $\frac{\alpha_k}{\omega_k}=4$,and $\alpha_0 = 0.1$.
For VMTD algorithm, $\frac{\alpha_k}{\omega_k}=4$ and $\alpha_0 = 0.1$.

2-state version of Baird's off-policy counterexample: All learning rates follow linear learning rate decay.
For TD algorithm, $\frac{\alpha_k}{\omega_k}=4$ and $\alpha_0 = 0.1$.
For TDC algorithm, $\frac{\alpha_k}{\zeta_k}=5$ and $\alpha_0 = 0.1$.For ETD algorithm, $\alpha_0 = 0.1$.
For VMTDC algorithm, $\frac{\alpha_k}{\zeta_k}=5$, $\frac{\alpha_k}{\omega_k}=4$,and $\alpha_0 = 0.1$.For VMETD algorithm, $\frac{\alpha_k}{\omega_k}=4$ and $\alpha_0 = 0.1$.
For VMTD algorithm, $\frac{\alpha_k}{\omega_k}=4$ and $\alpha_0 = 0.1$.

% 7-state version of Baird's off-policy counterexample: All learning rates follow linear learning rate decay.
% For TDC algorithm, $\frac{\alpha_k}{\zeta_k}=3$ and $\alpha_0 = 0.1$.For ETD algorithm, $\alpha_0 = 0.1$.
% For VMTDC algorithm, $\frac{\alpha_k}{\zeta_k}=3$, $\frac{\alpha_k}{\omega_k}=4$,and $\alpha_0 = 0.1$.For ETD algorithm, $\frac{\alpha_k}{\omega_k}=4$ and $\alpha_0 = 0.1$.

For all policy evaluation experiments, each experiment 
is independently run 100 times.

For the four control experiments: The learning rates for each 
algorithm in all experiments are shown in Table \ref{lrofways}.
For all control experiments, each experiment is independently run 50 times.

% \textbf{Maze}:  The learning agent should find a shortest path from the upper
% left corner to the lower right corner. 
%  In each state,
% there are four alternative actions: $up$, $down$, $left$, and $right$, which
% takes the agent deterministically to the corresponding neighbour state,
% except when a movement is blocked by an obstacle or the edge
% of the maze. Rewards are $-1$ in all transitions until the
% agent reaches the goal state.
% The discount factor $\gamma=0.99$, and states $s$ are represented by tabular
% features.The maximum number of moves in the game is set to 1000.
%  \begin{figure}
% \centering
% \includegraphics[scale=0.35]{pic/maze_13_13.pdf} 
% \caption{Maze.}
% \end{figure}

% \textbf{The other three control environments}: Cliff Walking, Mountain Car, and Acrobot are 
% selected from the gym official website and correspond to the following 
% versions: ``CliffWalking-v0'', ``MountainCar-v0'' and ``Acrobot-v1''. 
% For specific details, please refer to the gym official website.
% The maximum number of steps for the Mountain Car environment is set to 1000, 
% while the default settings are used for the other two environments. In  Mountain car and Acrobot, features are generated by tile coding.

\begin{table*}[htb]
    \centering
    \caption{Learning rates ($lr$) of four control experiments.}
    \vskip 0.15in
    \begin{tabular}{c|ccccc}
        \hline
        \multicolumn{1}{c|}{\diagbox{algorithms($lr$)}{envs}} &Maze &Cliff walking &Mountain Car &Acrobot \\
        \hline
         Sarsa($\alpha$)&$0.1$ &$0.1$ &$0.1$ &$0.1$ \\
         GQ($\alpha,\zeta$)&$0.1,0.003$ &$0.1,0.004$ &$0.1,0.01$ &$0.1,0.01$ \\
         EQ($\alpha$)&$0.006$ &$0.005$ &$0.001$ &$0.0005$ \\
         VMSarsa($\alpha,\beta$)&$0.1,0.001$ &$0.1,\text{1e-4}$ &$0.1,\text{1e-4}$ &$0.1,\text{1e-4}$ \\
         VMGQ($\alpha,\zeta,\beta$)&$0.1,0.001,0.001$ &$0.1,0.005,\text{1e-4}$ &$0.1,\text{5e-4},\text{1e-4}$ &$0.1,\text{5e-4},\text{1e-4}$ \\
         VMEQ($\alpha,\beta$)&$0.001,0.0005$ &$0.005,0.0001$ &$0.001,0.0001$ &$0.0005,0.0001$ \\
         Q-learning($\alpha$)&$0.1$ &$0.1$ &$0.1$ &$0.1$ \\
         VMQ($\alpha,\beta$)&$0.1,0.001$ &$0.1,\text{1e-4}$ &$0.1,\text{1e-4}$ &$0.1,\text{1e-4}$ \\
         \hline
    \end{tabular}
    \label{lrofways}
    \vskip -0.1in
\end{table*}

\bibliography{aaai24}

\end{document}
