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- W3173526354 abstract "Using a martingale concentration inequality, concentration bounds “from time n 0 on” are derived for stochastic approximation algorithms with contractive maps and both martingale difference and Markov noises. These are applied to reinforcement learning algorithms, in particular to asynchronous Q-learning and TD(0). Funding: V. S. Borkar was supported in part by a S. S. Bhatnagar Fellowship from the Council of Scientific and Industrial Research, Government of India." @default.
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- W3173526354 date "2022-12-01" @default.
- W3173526354 modified "2023-09-25" @default.
- W3173526354 title "Concentration of Contractive Stochastic Approximation and Reinforcement Learning" @default.
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- W3173526354 doi "https://doi.org/10.1287/stsy.2022.0097" @default.
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