Rate of convergence analysis of discrete simultaneous perturbation stochastic approximation algorithm.
Qi WangJames C. SpallPublished in: ACC (2013)
Keyphrases
- stochastic approximation
- convergence analysis
- dynamic programming
- optimal solution
- search space
- monte carlo
- cost function
- np hard
- worst case
- optimization algorithm
- global convergence
- learning algorithm
- particle swarm optimization
- temporal difference learning
- theoretical guarantees
- particle swarm optimization algorithm
- convergence rate
- computational complexity
- objective function