On the Lock-in Probability of Stochastic Approximation

DOI10.1017/S0963548301004953MaRDI QIDQ4330731zbMATH OpenOpenAlexFDO

Authors Vivek Borkar

Publication date 27 June 2002

Published in Combinatorics, Probability and Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0963548301004953

zbMATH Keywords

limit points

Mathematics Subject Classification ID

Stochastic approximation (62L20) Strong limit theorems (60F15)

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Cited in

(7)

• Concentration of Contractive Stochastic Approximation and Reinforcement Learning
• Non-asymptotic error bounds for constant stepsize stochastic approximation for tracking mobile agents
• On the convergence, lock-in probability, and sample complexity of stochastic approximation
• A concentration bound for contractive stochastic approximation
• Avoidance of traps in stochastic approximation
• Stochastic approximation and reinforcement learning: the interface and a little beyond
• A concentration bound for \(\operatorname{LSPE}( \lambda )\)

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