Finite-sample analysis of nonlinear stochastic approximation with applications in reinforcement learning
Zaiwei Chen, Sheng Zhang, Thinh T. Doan, John-Paul Clarke, Siva Theja Maguluri
Topics & Concepts
Reinforcement learningStochastic approximationMathematicsRate of convergenceApplied mathematicsNonlinear systemMarkov chainConvergence (economics)Lyapunov functionMarkov processProjection (relational algebra)AlgorithmComputer scienceArtificial intelligenceEconomicsEconomic growthPhysicsQuantum mechanicsKey (lock)Computer securityComputer networkChannel (broadcasting)StatisticsStochastic Gradient Optimization TechniquesAdvanced Bandit Algorithms ResearchMarkov Chains and Monte Carlo Methods