A Note on Stability in Asynchronous Stochastic Approximation without Communication Delays

22 Dec 2023  ·  Huizhen Yu, Yi Wan, Richard S. Sutton ·

In this paper, we study asynchronous stochastic approximation algorithms without communication delays. Our main contribution is a stability proof for these algorithms that extends a method of Borkar and Meyn by accommodating more general noise conditions. We also derive convergence results from this stability result and discuss their application in important average-reward reinforcement learning problems.

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