Stochastic approximation with decision-dependent distributions: asymptotic normality and optimality.

Joshua Cutler Mateo Díaz Dmitriy Drusvyatskiy

Published in: CoRR (2022)

Keyphrases

stochastic approximation
monte carlo
normal distribution
decision making
large deviations
probability distribution
optimal solution
asymptotically optimal
policy iteration
random variables
reinforcement learning
probabilistic model
bayesian networks
decision problems
average cost