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A stability criterion for two timescale stochastic approximation schemes

  • Published:2017-05 Issue: Volume:79 Page:108-114
  • ISSN:0005-1098
  • Container-title:Automatica
  • language:en
  • Short-container-title:Automatica

Author:

Lakshminarayanan Chandrashekar,Bhatnagar Shalabh

Funder

Robert Bosch Centre for Cyber-Physical Systems, Indian Institute of Science, Bangalore

Publisher

Elsevier BV

Subject

Electrical and Electronic Engineering,Control and Systems Engineering

Reference11 articles.

1. Neuro-dynamic programming;Bertsekas,1996

2. Adaptive multivariate three-timescale stochastic approximation algorithms for simulation based optimization;Bhatnagar;ACM Transactions on Modeling and Computer Simulation (TOMACS),2005

3. A two timescale stochastic approximation scheme for simulation-based parametric optimization;Bhatnagar;Probability in the Engineering and Informational Sciences,1998

4. Two-timescale simultaneous perturbation stochastic approximation using deterministic perturbation sequences;Bhatnagar;ACM Transactions on Modeling and Computer Simulation,2003

5. Natural actor–critic algorithms;Bhatnagar;Automatica,2009

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