Sciweavers

97
Voted
SIAMCO
2000
117views more  SIAMCO 2000»
15 years 27 days 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