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SIAMCO
2000
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SIAMCO 2000
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The O.D.E. Method for Convergence of Stochastic Approximation and Reinforcement Learning
15 years 2 months ago
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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
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