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Concentration bounds for two time scale stochastic approximation.

Vivek S. BorkarSarath Pattathil
Published in: Allerton (2018)
Keyphrases
  • stochastic approximation
  • monte carlo
  • upper bound
  • multi start
  • theoretical guarantees
  • lower bound
  • worst case
  • reinforcement learning
  • dynamic programming
  • model free
  • policy iteration