Stability Criteria
Author:
Publisher
Springer Nature Singapore
Link
https://link.springer.com/content/pdf/10.1007/978-981-99-8277-6_4
Reference15 articles.
1. Abounadi, J., Bertsekas, D. P., & Borkar, V. S. (2002). Stochastic approximation for nonexpansive maps: applications to Q-learning algorithms. SIAM Journal on Control and Optimization, 41(1), 1–22.
2. Andrieu, C., Moulines, É., & Priouret, P. (2005). Stability of stochastic approximation under verifiable conditions. SIAM Journal on Control and Optimization, 44(1), 283–312.
3. Andrieu, C., Tadić, V. B., & Vihola, M. (2015). On the stability of some controlled Markov chains and its applications to stochastic approximation with Markovian dynamic. Annals of Applied Probability, 25(1), 1–45.
4. Bhatnagar, S. (2011). The Borkar-Meyn theorem for asynchronous stochastic approximations. Systems and Control Letters, 60(7), 472–478.
5. Borkar, V. S., & Meyn, S. P. (2000). The O.D.E. method for convergence of stochastic approximation and reinforcement learning. SIAM Journal on Control and Optimization,38(2), 447–469.
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