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I'll start with the last question in your post: I was also wondering if there are any theoretical proofs/explanations about reward/Q-value clipping and which one being better. I highly doubt there will be any such theoretical work. The problem is that these variants of clipping (clipping rewards and clipping $Q$ values) fundamentally modify the task / ...

Now let us assume the agent is in the penultimate state (S1) and chooses the action (A) that leads him to completion state (S2) and gets him the huge final reward :Rmax. My question is how do we form the target value for this case? Do we still include the Q_future term? Or is it only the reward in this case? Your term "completion state" is commonly called "...

I will disagree slightly with @mico. There is a usage of "additive rewards" that refers to decomposable reward functions (e.g. my reward in selling an item I do not want to own is composed of the reward of not having an unwanted item anymore, plus the monetary gain in selling the item). But, there is indeed a fundamental relation between additive and ...