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Adaptive Two-Point Stepsize Gradient Algorithm.
Yu-Hong Dai
Hongchao Zhang
Published in:
Numer. Algorithms (2001)
Keyphrases
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convergence rate
dynamic programming
cost function
computational complexity
optimization algorithm
step size
learning algorithm
np hard
reinforcement learning
worst case
faster convergence
variable step size
optimal solution
search space
multiresolution
monte carlo