The actor-critic algorithm as multi-time-scale stochastic approximation
| Data(s) |
01/08/1997
|
|---|---|
| Resumo |
The actor-critic algorithm of Barto and others for simulation-based optimization of Markov decision processes is cast as a two time Scale stochastic approximation. Convergence analysis, approximation issues and an example are studied. |
| Formato |
application/pdf |
| Identificador |
http://eprints.iisc.ernet.in/38531/1/The_actor-critic_algorithm.pdf Borkar, Vivek S and Konda, Vijaymohan R (1997) The actor-critic algorithm as multi-time-scale stochastic approximation. In: Sadhana : Academy Proceedings in Engineering Sciences, 22 (part 4). pp. 525-543. |
| Publicador |
Indian Academy of Sciences |
| Relação |
http://www.springerlink.com/content/y7j344885r08515m/ http://eprints.iisc.ernet.in/38531/ |
| Palavras-Chave | #Computer Science & Automation (Formerly, School of Automation) |
| Tipo |
Journal Article PeerReviewed |
