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Stability of Stochastic Approximation under Verifiable Conditions.

Christophe AndrieuEric MoulinesPierre Priouret
Published in: SIAM J. Control. Optim. (2005)
Keyphrases
  • stochastic approximation
  • sufficient conditions
  • monte carlo
  • multi start
  • reinforcement learning
  • markov chain
  • theoretical guarantees