Stability of Stochastic Approximations With “Controlled Markov” Noise and Temporal Difference Learning

DOI10.1109/TAC.2018.2874687zbMath1482.93680arXiv1504.06043OpenAlexW2962741973MaRDI QIDQ5223776

Arunselvan Ramaswamy, Shalabh Bhatnagar

Publication date: 18 July 2019

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

Full work available at URL: https://arxiv.org/abs/1504.06043

Mathematics Subject Classification ID

Stochastic stability in control theory (93E15) Optimal stopping in statistics (62L15)

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Revisiting the ODE method for recursive algorithms: fast convergence using quasi stochastic approximation ⋮ Finite-sample analysis of nonlinear stochastic approximation with applications in reinforcement learning

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