On the Stability of Random Matrix Product with Markovian Noise: Application to Linear Stochastic Approximation and TD Learning

MartinG.e Limit Theory and Its Application

P. Hall and C. Heyde · 1980

Earlier work this paper cites.

Quadratic mean and almost-sure convergence of unbounded stochastic approximation algorithms with correlated observations

E. Eweda and O. Macchi · 1983

Earlier work this paper cites.

Large deviations and applications

S. Varadhan · 1984

Earlier work this paper cites.

Learning to predict by the methods of temporal differences

R. S. Sutton · 1988

Earlier work this paper cites.

Stability of recursive stochastic tracking algorithms

L. Guo · 1994

Earlier work this paper cites.

Neuro-dynamic programming

D. P. Bertsekas and J. N. Tsitsiklis · 1996

Earlier work this paper cites.

An analysis of temporal-difference learning with function approximation

J. N. Tsitsiklis and B. Van Roy · 1997

Earlier work this paper cites.

A remark on the stability of the LMS tracking algorithm

P. Priouret and A. Veretenikov · 1998

Earlier work this paper cites.

On small perturbations of stable markov operators: Unbounded case

B. Delyon and A. Yuditsky · 1999

Earlier work this paper cites.

Recursive identification algorithms

Lennart Ljung · 2002

Earlier work this paper cites.

Convergence of the monte carlo expectation maximization for curved exponential families

G. Fort and E. Moulines · 2003

Cited alongside, same era.

Spectral theory and limit theorems for geometrically ergodic Markov processes

I. Kontoyiannis and S. P. Meyn · 2003

Cited alongside, same era.

Large deviations asymptotics and the spectral theory of multiplicatively regular markov processes

I. Kontoyiannis and S. Meyn · 2005

Cited alongside, same era.

Advanced Mathematical Tools for Automatic Control Engineers: Deterministic Techniques

A. S. Poznyak · 2008

Cited alongside, same era.

Adaptive algorithms and stochastic approximations , volume 22

A. Benveniste, M. Métivier, and P. Priouret · 2012

Cited alongside, same era.

Sharp Martingale and Semimartingale Inequalities

A. Osekowski · 2012

Markov chains

R. Douc, E. Moulines, P. Priouret, and P. Soulier · 2018

Later among the works it cites.

Linear stochastic approximation: How far does constant step-size and iterate averaging go?

C. Lakshminarayanan and C. Szepesvari · 2018

Later among the works it cites.

Reinforcement Learning: An Introduction

R. S. Sutton and Andrew G. Barto · 2018

Later among the works it cites.

Finite-time analysis and restarting scheme for linear two-time-scale stochastic approximation

Original

T. T Doan · 2019

Later among the works it cites.

Finite-time performance bounds and adaptive learning rate selection for two time-scale reinforcement learning

H. Gupta, R Srikant, and L. Ying · 2019

Later among the works it cites.

Finite-Time Error Bounds For Linear Stochastic Approximation and TD Learning