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Finite-Time Analysis of Asynchronous Stochastic Approximation and Q-Learning

Qu, Guannan and Wierman, Adam (2020) Finite-Time Analysis of Asynchronous Stochastic Approximation and Q-Learning. . (Unpublished)

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We consider a general asynchronous Stochastic Approximation (SA) scheme featuring a weighted infinity-norm contractive operator, and prove a bound on its finite-time convergence rate on a single trajectory. Additionally, we specialize the result to asynchronous

Item Type:Report or Paper (Discussion Paper)
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Additional Information:© 2020 G. Qu & A. Wierman. to appear in Proceedings of Machine Learning Research.
Subject Keywords:Stochastic approximation, Q-learning, finite time analysis
Record Number:CaltechAUTHORS:20200214-105555380
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Usage Policy:No commercial reproduction, distribution, display or performance rights in this work are provided.
ID Code:101300
Deposited By: George Porter
Deposited On:14 Feb 2020 21:04
Last Modified:14 Feb 2020 21:04

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