A LEARNING ALGORITHM FOR DISCRETE-TIME STOCHASTIC CONTROL

DOI10.1017/S0269964800142081zbMath1029.93065OpenAlexW1965413238MaRDI QIDQ2711577

Vivek S. Borkar

Publication date: 2 February 2004

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0269964800142081

zbMATH Keywords

nonlinear controllearningalmost sure convergencecompact state spacediscrete-time stochastic controlcompact action space\(Q\)-learning algorithmsimulation based algorithm

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Stochastic learning and adaptive control (93E35)

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Stochastic approximation algorithms: overview and recent trends.

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