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Nonlinear Two-Time-Scale Stochastic Approximation: Convergence and Finite-Time Performance.

Thinh T. Doan
Published in: IEEE Trans. Autom. Control. (2023)
Keyphrases
  • stochastic approximation
  • monte carlo
  • reinforcement learning
  • sufficient conditions
  • cost function
  • fixed point
  • finite number
  • policy iteration