Multiscale Stochastic Approximation for Parametric Optimization of Hidden Markov Models
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Publication:5488556
DOI10.1017/S0269964800005003zbMath1096.93546OpenAlexW2163743900MaRDI QIDQ5488556
Vivek S. Borkar, Shalabh Bhatnagar
Publication date: 22 September 2006
Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0269964800005003
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Related Items (3)
Multiscale Q-learning with linear function approximation ⋮ Stochastic approximation algorithms: overview and recent trends. ⋮ Finite-sample analysis of nonlinear stochastic approximation with applications in reinforcement learning
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