Stability of Stochastic Approximation under Verifiable Conditions
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Control and Optimization
Link
http://epubs.siam.org/doi/pdf/10.1137/S0363012902417267
Reference27 articles.
1. Stochastic Approximation for Nonexpansive Maps: Application to Q-Learning Algorithms
2. Adaptive Algorithms and Stochastic Approximations
3. Stability of annealing schemes and related processes
4. The O.D.E. Method for Convergence of Stochastic Approximation and Reinforcement Learning
5. Rate of Convergence for Constrained Stochastic Approximation Algorithms
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