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A concentration bound for contractive stochastic approximation
Systems & Control Letters ( IF 2.1 ) Pub Date : 2021-05-03 , DOI: 10.1016/j.sysconle.2021.104947 Vivek S. Borkar
中文翻译:
收缩随机逼近的浓度
更新日期:2021-05-03
Systems & Control Letters ( IF 2.1 ) Pub Date : 2021-05-03 , DOI: 10.1016/j.sysconle.2021.104947 Vivek S. Borkar
We derive a ‘high probability’ concentration bound for stochastic approximation schemes for finding the fixed point of a contraction map, and illustrate its applications in reinforcement learning for approximate dynamic programming.
中文翻译:
收缩随机逼近的浓度
我们推导了随机近似方案的“高概率”集中度,用于找到收缩图的固定点,并举例说明了其在强化学习中用于近似动态规划的应用。