no code implementations • 9 Oct 2022 • Harsh Dolhare, Vivek Borkar
We revisit the classical model of Tsitsiklis, Bertsekas and Athans for distributed stochastic approximation with consensus.
no code implementations • 4 Nov 2021 • Siddharth Chandak, Vivek S. Borkar, Harsh Dolhare
The popular LSPE($\lambda$) algorithm for policy evaluation is revisited to derive a concentration bound that gives high probability performance guarantees from some time on.