The Borkar-Meyn theorem for asynchronous stochastic approximations

DOI10.1016/J.SYSCONLE.2011.04.002MaRDI QIDQ553371zbMATH OpenOpenAlexFDO

Authors Shalabh Bhatnagar

Publication date 27 July 2011

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

Full work available at URL https://doi.org/10.1016/j.sysconle.2011.04.002

zbMATH Keywords

asynchronous stochastic approximation with delaystemporal difference learningthe Borkar-Meyn theorem

Mathematics Subject Classification ID

Stochastic stability in control theory (93E15) Stochastic learning and adaptive control (93E35)

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Cites work

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• Actor-Critic--Type Learning Algorithms for Markov Decision Processes
• An actor-critic algorithm with function approximation for discounted cost constrained Markov decision processes
• An analysis of temporal-difference learning with function approximation
• Asynchronous Stochastic Approximations
• Natural actor-critic algorithms
• The O.D.E. Method for Convergence of Stochastic Approximation and Reinforcement Learning

Cited in

(9)

• Whittle index based Q-learning for restless bandits with average reward
• A generalization of the Borkar-Meyn theorem for stochastic recursive inclusions
• Event-driven stochastic approximation
• An online actor-critic algorithm with function approximation for constrained Markov decision processes
• Asynchronous stochastic approximation and Q-learning
• Asymptotic agreement and convergence of asynchronous stochastic algorithms
• Asynchronous stochastic approximation with differential inclusions
• Q-learning for Markov decision processes with a satisfiability criterion
• An asynchronous stochastic approximation theorem and some applications

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