ePrints@IIScePrints@IISc Home | About | Browse | Latest Additions | Advanced Search | Contact | Help

The actor-critic algorithm as multi-time-scale stochastic approximation

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.

The_actor-critic_algorithm.pdf - Published Version

Download (998kB)
Official URL: http://www.springerlink.com/content/y7j344885r0851...


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.

Item Type: Journal Article
Additional Information: Copyright of this article belongs to Indian Academy of Sciences.
Department/Centre: Division of Electrical Sciences > Computer Science & Automation
Depositing User: Ms V Mangala
Date Deposited: 22 Jun 2011 07:16
Last Modified: 22 Jun 2011 07:16
URI: http://eprints.iisc.ac.in/id/eprint/38531

Actions (login required)

View Item View Item