Stochastic approximation with `controlled Markov' noise

DOI10.1016/J.SYSCONLE.2005.06.005MaRDI QIDQ2504641zbMATH OpenOpenAlexFDO

Authors Vivek Borkar

Publication date 25 September 2006

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

Full work available at URL https://doi.org/10.1016/j.sysconle.2005.06.005

zbMATH Keywords

stochastic approximationdifferential inclusionsinvariant setscontrolled Markov noiseergodic occupation measures

Mathematics Subject Classification ID

Stochastic approximation (62L20)

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Cites work

• scientific article; zbMATH DE number 3521839 (Why is no real title available?)
• scientific article; zbMATH DE number 825585 (Why is no real title available?)
• Markov chains and stochastic stability
• Selection theorems and their applications
• Stochastic Approximations and Differential Inclusions
• The value function in ergodic control of diffusion processes with partial observations

Cited in

(11)

• Stochastic recursive inclusions with non-additive iterate-dependent Markov noise
• On sampling controlled stochastic approximation
• On tight bounds for function approximation error in risk-sensitive reinforcement learning
• Stochastic Approximations and Differential Inclusions, Part II: Applications
• Remarks on Differential Inclusion limits of Stochastic Approximation
• Stochastic Approximation With Iterate-Dependent Markov Noise Under Verifiable Conditions in Compact State Space With the Stability of Iterates Not Ensured
• Asynchronous stochastic approximation with differential inclusions
• Stochastic Recursive Inclusions in Two Timescales with Nonadditive Iterate-Dependent Markov Noise
• Two Time-Scale Stochastic Approximation with Controlled Markov Noise and Off-Policy Temporal-Difference Learning
• Linear stochastic approximation driven by slowly varying Markov chains
• Stochastic approximation with long range dependent and heavy tailed noise

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