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
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 (Formerly, School of Automation)|
|Date Deposited:||22 Jun 2011 07:16|
|Last Modified:||22 Jun 2011 07:16|
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