Offline Deep Q* Estimation with Diffusion Models

In offline RL, estimating the optimal action-value function Q^* can be formulated as solving the optimal Bellman equation based solely on offline observations. A fundamental challenge is that the reward function and transition kernel are unknown, so the optimal Bellman operator is not directly observable from data. To address this issue, we propose a novel framework that decouples operator estimation from value function learning. In this approach, we first formulate conditional diffusion models to estimate the reward law and transition kernel, which induces a data-driven approximation of the optimal Bellman operator. We then plug these estimators into the Bellman equation and obtain a deep estimator of Q^* by minimizing the empirical Bellman residual over a neural network function class. Theoretically, we first establish sharp nonasymptotic convergence rates for learning the optimal Bellman operator through an end-to-end analysis of conditional diffusion estimation in total variation distance. We then establish the oracle value-stage rate \widetilde{\mathcal O}\bigl(n^{-\frac{2β}{d_x+d_a+2β}}\bigr) for the excess Bellman residual risk. Finally, under a concentrability condition, we translate this residual bound into an L^2 convergence rate of \widetilde{\mathcal O}\bigl(n^{-\fracβ{d_x+d_a+2β}}\bigr) for the resulting deep estimator of Q^, where d_x and d_a denote the dimensions of the state and action spaces, respectively, and β denotes the Hölder smoothness index of Q^. Importantly, our theoretical analysis does not rely on completeness assumptions commonly used in deep RL theory. Extensive numerical experiments demonstrate the effectiveness of the proposed method and its strong empirical performance.