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Stochastic Approximation for Nonexpansive Maps: Application to Q-Learning Algorithms
Work
Year: 2002
Type: article
Abstract: We discuss synchronous and asynchronous iterations of the form xk+1 = x^k + \gamma(k) (h(x^k)+w^k), where h is a suitable map and {wk} is a deterministic or stochastic sequence satisfying suitable con... more
Source: SIAM Journal on Control and Optimization
Authors Jinane Abounadi, Dimitri P. Bertsekas, Vivek S. Borkar
Institutions Massachusetts Institute of Technology, Tata Institute of Fundamental Research
Cites: 26
Cited by: 56
Related to: 10
FWCI: 1.13
Citation percentile (by year/subfield): 94.86
Topic: Stochastic processes and financial applications
Subfield: Finance
Field: Economics, Econometrics and Finance
Domain: Social Sciences
Open Access status: green