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Conditions for Stability and Convergence of Set-Valued Stochastic Approximations: Applications to Approximate Value and Fixed point Iterations with Noise.
Arunselvan Ramaswamy
Shalabh Bhatnagar
Published in:
CoRR (2017)
Keyphrases
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fixed point
set valued
lipschitz continuity
variational inequalities
initial conditions
sufficient conditions
free energy
dynamical systems
belief propagation
dominance relation
policy evaluation
policy iteration
convergence rate
reinforcement learning
higher order
least squares
state space
optimal solution