Stochastic Approximation With Iterate-Dependent Markov Noise Under Verifiable Conditions in Compact State Space With the Stability of Iterates Not Ensured

DOI10.1109/TAC.2021.3057299MaRDI QIDQ5033892

Shalabh Bhatnagar, Prasenjit Karmakar

Publication date: 24 February 2022

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1601.02217

Mathematics Subject Classification ID

Systems theory; control (93-XX)

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Finite-sample analysis of nonlinear stochastic approximation with applications in reinforcement learning

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