The Collusion of Memory and Nonlinearity in Stochastic Approximation With Constant Stepsize.

Dongyan Huo Yixuan Zhang Yudong Chen Qiaomin Xie

Published in: CoRR (2024)

Keyphrases

stochastic approximation
step size
monte carlo
approximate dynamic programming
convergence rate

policy iteration
temporal difference
cost function
search direction
convergence speed

markov decision processes
faster convergence
reinforcement learning
temporal difference learning
quasi newton

particle swarm optimization
theoretical guarantees
supervised learning
objective function