Convergence rate of linear two-time-scale stochastic approximation
暂无分享,去创建一个
[1] Vijay R. Konda,et al. OnActor-Critic Algorithms , 2003, SIAM J. Control. Optim..
[2] Michael C. Fu,et al. Optimal structured feedback policies for ABR flow control using two-timescale SPSA , 2001, TNET.
[3] S. Bhatnagar,et al. Two-timescale algorithms for simulation optimization of hidden Markov models , 2001 .
[4] John S. Baras,et al. A learning algorithm for Markov decision processes with adaptive state aggregation , 2000, Proceedings of the 39th IEEE Conference on Decision and Control (Cat. No.00CH37187).
[5] S. Bhatnagar,et al. Randomized Difference Two-Timescale Simultaneous Perturbation Stochastic Approximation Algorithms for Simulation Optimization of Hidden Markov Models , 2000 .
[6] Vivek S. Borkar,et al. Actor-Critic - Type Learning Algorithms for Markov Decision Processes , 1999, SIAM J. Control. Optim..
[7] Vijay R. Konda,et al. Actor-Critic Algorithms , 1999, NIPS.
[8] Michael C. Fu,et al. Optimal Multilevel Feedback Policies for ABR Flow Control using Two Timescale SPSA , 1999 .
[9] V. Borkar. Stochastic approximation with two time scales , 1997 .
[10] Harold J. Kushner,et al. Stochastic Approximation Algorithms and Applications , 1997, Applications of Mathematics.
[11] Stephen S. Wilson,et al. Random iterative models , 1996 .
[12] H. Kushner,et al. Stochastic approximation with averaging of the iterates: Optimal asymptotic rate of convergence for , 1993 .
[13] Boris Polyak,et al. Acceleration of stochastic approximation by averaging , 1992 .
[14] Pierre Priouret,et al. Adaptive Algorithms and Stochastic Approximations , 1990, Applications of Mathematics.
[15] D. Ruppert,et al. Efficient Estimations from a Slowly Convergent Robbins-Monro Process , 1988 .
[16] P. Kokotovic. Applications of Singular Perturbation Techniques to Control Problems , 1984 .
[17] Mikhail Borisovich Nevelʹson,et al. Stochastic Approximation and Recursive Estimation , 1976 .
[18] Carlos S. Kubrusly,et al. Stochastic approximation algorithms and applications , 1973, CDC 1973.