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Two time-scale stochastic approximation for constrained stochastic optimization and constrained Markov decision problems.

Vladislav Z. B. TadicArnaud DoucetSumeetpal S. Singh
Published in: ACC (2003)
Keyphrases
  • stochastic optimization
  • stochastic approximation
  • markov decision problems
  • neural network
  • reinforcement learning
  • np hard
  • least squares
  • linear programming
  • monte carlo
  • real valued
  • robust optimization