Search Results for author: Adithya Devraj

Found 2 papers, 0 papers with code

The ODE Method for Asymptotic Statistics in Stochastic Approximation and Reinforcement Learning

no code implementations27 Oct 2021 Vivek Borkar, Shuhang Chen, Adithya Devraj, Ioannis Kontoyiannis, Sean Meyn

The paper concerns the $d$-dimensional stochastic approximation recursion, $$ \theta_{n+1}= \theta_n + \alpha_{n + 1} f(\theta_n, \Phi_{n+1}) $$ where $ \{ \Phi_n \}$ is a stochastic process on a general state space, satisfying a conditional Markov property that allows for parameter-dependent noise.

reinforcement-learning Reinforcement Learning (RL)

Accelerating Optimization and Reinforcement Learning with Quasi-Stochastic Approximation

no code implementations30 Sep 2020 Shuhang Chen, Adithya Devraj, Andrey Bernstein, Sean Meyn

(ii) With gain $a_t = g/(1+t)$ the results are not as sharp: the rate of convergence $1/t$ holds only if $I + g A^*$ is Hurwitz.

reinforcement-learning Reinforcement Learning +1

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