Avoidance of traps in stochastic approximation

DOI10.1016/S0167-6911(03)00118-XMaRDI QIDQ2503522zbMATH OpenOpenAlexFDO

Authors Vivek Borkar

Publication date 21 September 2006

Published in Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-6911(03)00118-x

Mathematics Subject Classification ID

Stochastic approximation (62L20)

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Cites work

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• scientific article; zbMATH DE number 825585 (Why is no real title available?)
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• Convergence of stochastic-approximation procedures in the case of regression equation with several roots
• Do stochastic algorithms avoid traps?
• Nonconvergence to unstable points in urn models and stochastic approximations
• On the Lock-in Probability of Stochastic Approximation
• Some Pathological Traps for Stochastic Approximation
• Strong convergence of a stochastic approximation algorithm
• The O.D.E. Method for Convergence of Stochastic Approximation and Reinforcement Learning

Cited in

(3)

• On the convergence, lock-in probability, and sample complexity of stochastic approximation
• scientific article; zbMATH DE number 841848 (Why is no real title available?)
• Q-learning for continuous-time linear systems: A model-free infinite horizon optimal control approach

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