Linear stochastic approximation driven by slowly varying Markov chains

DOI10.1016/S0167-6911(03)00132-4zbMath1157.93533OpenAlexW2078618768MaRDI QIDQ2503529

Vijay R. Konda, John N. Tsitsiklis

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)00132-4

zbMATH Keywords

Stochastic approximationAdaptive algorithmsReinforcement learning

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12) Stochastic approximation (62L20)

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