Avoidance of traps in stochastic approximation

DOI10.1016/S0167-6911(03)00118-XzbMath1157.62479OpenAlexW2088767712MaRDI QIDQ2503522

Vivek S. Borkar

Publication date: 21 September 2006

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-6911(03)00118-x

Mathematics Subject Classification ID

Stochastic approximation (62L20)

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Cites Work

• Nonconvergence to unstable points in urn models and stochastic approximations
• Convergence of stochastic-approximation procedures in the case of regression equation with several roots
• Strong convergence of a stochastic approximation algorithm
• Do stochastic algorithms avoid traps?
• Some Pathological Traps for Stochastic Approximation
• On the Lock-in Probability of Stochastic Approximation
• The O.D.E. Method for Convergence of Stochastic Approximation and Reinforcement Learning
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