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Learning

  • Marie Duflo
Part of the Stochastic Modelling and Applied Probability book series (SMAP, volume 34)

Abstract

This chapter begins by extending Chapter 7, in which controlled Markov chains were discussed. To choose admissible controls stabilizing these, we first give a Lyapunov criterion relating to the returns to a set for any admissible strategy.

Keywords

Initial Distribution Stationary Strategy Stochastic Algorithm Gradient Estimator Admissible Strategy 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 1997

Authors and Affiliations

  • Marie Duflo
    • 1
  1. 1.Equipe d’Analyse et de Mathématiques AppliquéesUniversité de Marne-la-ValléeNoisy-Le-Grand CedexFrance

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