Concentration of Contractive Stochastic Approximation and Reinforcement Learning
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Cites work
- \({\mathcal Q}\)-learning
- A concentration bound for contractive stochastic approximation
- A concentration bound for stochastic approximation via Alekseev's formula
- An analysis of temporal-difference learning with function approximation
- An Invariant Measure Approach to the Convergence of Stochastic Approximations with State Dependent Noise
- Approximate Dynamic Programming
- Comparison of perturbation bounds for the stationary distribution of a Markov chain
- Concentration bounds for temporal difference learning with linear function approximation: the case of batch data and uniform sampling
- Convergence results for single-step on-policy reinforcement-learning algorithms
- Exact formula for sensitivity analysis of Markov chains
- Exponential inequalities for martingales and asymptotic properties of the free energy of directed polymers in a random environment
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- scientific article; zbMATH DE number 19232 (Why is no real title available?)
- scientific article; zbMATH DE number 49674 (Why is no real title available?)
- scientific article; zbMATH DE number 51132 (Why is no real title available?)
- Markov Chains and Stochastic Stability
- On the convergence, lock-in probability, and sample complexity of stochastic approximation
- On the Lock-in Probability of Stochastic Approximation
- Simplified description of slow Markov walks. II
- Simulation-based optimization of Markov reward processes
- Stochastic Approximation for Nonexpansive Maps: Application to Q-Learning Algorithms
Cited in
(7)- The O.D.E. Method for Convergence of Stochastic Approximation and Reinforcement Learning
- Reinforcement learning in non-Markovian environments
- Stochastic approximation and reinforcement learning: the interface and a little beyond
- Concentration of contractive stochastic approximation: additive and multiplicative noise
- Revisiting stochastic gradient descent for strongly convex objectives: tight uniform-in-time bounds
- Robust estimation of a Markov chain transition matrix from multiple sample paths
- Nonexpansive mappings in two-time-scale stochastic approximation: finite-time analysis
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