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SIAMCO
2000
117views more  SIAMCO 2000»
13 years 5 months ago
The O.D.E. Method for Convergence of Stochastic Approximation and Reinforcement Learning
It is shown here that stability of the stochastic approximation algorithm is implied by the asymptotic stability of the origin for an associated ODE. This in turn implies convergen...
Vivek S. Borkar, Sean P. Meyn
ICML
2000
IEEE
14 years 6 months ago
Convergence Problems of General-Sum Multiagent Reinforcement Learning
Stochastic games are a generalization of MDPs to multiple agents, and can be used as a framework for investigating multiagent learning. Hu and Wellman (1998) recently proposed a m...
Michael H. Bowling
ICML
1996
IEEE
13 years 9 months ago
A Convergent Reinforcement Learning Algorithm in the Continuous Case: The Finite-Element Reinforcement Learning
This paper presents a direct reinforcement learning algorithm, called Finite-Element Reinforcement Learning, in the continuous case, i.e. continuous state-space and time. The eval...
Rémi Munos
AAAI
2000
13 years 6 months ago
Localizing Search in Reinforcement Learning
Reinforcement learning (RL) can be impractical for many high dimensional problems because of the computational cost of doing stochastic search in large state spaces. We propose a ...
Gregory Z. Grudic, Lyle H. Ungar
NIPS
2007
13 years 6 months ago
Incremental Natural Actor-Critic Algorithms
We present four new reinforcement learning algorithms based on actor-critic and natural-gradient ideas, and provide their convergence proofs. Actor-critic reinforcement learning m...
Shalabh Bhatnagar, Richard S. Sutton, Mohammad Gha...