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Published February 14, 2020 | Accepted Version
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Finite-Time Analysis of Asynchronous Stochastic Approximation and Q-Learning

Abstract

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

Additional Information

© 2020 G. Qu & A. Wierman. to appear in Proceedings of Machine Learning Research.

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Accepted Version - 2002.00260.pdf

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August 19, 2023
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October 19, 2023