Stabilization of stochastic approximation by step size adaptation
暂无分享,去创建一个
[1] V. Borkar. Probability Theory: An Advanced Course , 1995 .
[2] John N. Tsitsiklis,et al. Asynchronous stochastic approximation and Q-learning , 1994, Mach. Learn..
[3] Eric Moulines,et al. Stability of Stochastic Approximation under Verifiable Conditions , 2005, Proceedings of the 44th IEEE Conference on Decision and Control.
[4] Vivek S. Borkar,et al. On the Lock-in Probability of Stochastic Approximation , 2002, Combinatorics, Probability and Computing.
[5] Sean P. Meyn,et al. The O.D.E. Method for Convergence of Stochastic Approximation and Reinforcement Learning , 2000, SIAM J. Control. Optim..
[6] Sigrún Andradóttir,et al. A Stochastic Approximation Algorithm with Varying Bounds , 1995, Oper. Res..
[7] Tamer Basar,et al. Analysis of Recursive Stochastic Algorithms , 2001 .
[8] Stephen S. Wilson,et al. Random iterative models , 1996 .
[9] Pierre Priouret,et al. Adaptive Algorithms and Stochastic Approximations , 1990, Applications of Mathematics.
[10] Vivek S. Borkar,et al. Stochastic Approximation for Nonexpansive Maps: Application to Q-Learning Algorithms , 1997, SIAM J. Control. Optim..
[11] H. Robbins. A Stochastic Approximation Method , 1951 .
[12] V. Borkar. Stochastic Approximation: A Dynamical Systems Viewpoint , 2008 .
[13] S. Andradóttir. A Scaled Stochastic Approximation Algorithm , 1996 .
[14] M. Benaïm. Dynamics of stochastic approximation algorithms , 1999 .
[15] Vijay R. Konda,et al. OnActor-Critic Algorithms , 2003, SIAM J. Control. Optim..
[16] Han-Fu Chen. Stochastic approximation and its applications , 2002 .
[17] H. Kushner,et al. Stochastic Approximation and Recursive Algorithms and Applications , 2003 .