Finite-Time Error Bounds For Linear Stochastic Approximation and TD Learning

Keyphrases

• Error Bound 100%
• Timing Error 100%
• Lyapunov Function 100%
• TD Learning 100%
• Linear Stochastic Approximation 100%
• Steady State 66%
• Constant Step Size 66%
• Mean Square Error 33%
• 2-norm 33%
• Gaussian Random Variable 33%
• Sampling numbers 33%
• Approximation Error 33%
• Performance Bounds 33%
• Ordinary Differential Equations 33%
• Learning Algorithm 33%
• Stochastic Approximation 33%
• Higher-order Moments 33%
• Equilibrium Point 33%
• Comprehensive Treatment 33%
• Steady-state Performance 33%
• Stein's Method 33%
• Lower-order Moments 33%
• Linear Function Approximation 33%
• Projection Step 33%
• Markov Noise 33%
• Temporal Difference Learning 33%
• Linear ODEs 33%

Mathematics

• Stochastics 100%
• Error Bound 100%
• Finite Time 100%
• Step Size 80%
• Ordinary Differential Equation 40%
• Mean Square Error 20%
• Gaussian Random Variable 20%
• Approximation Error 20%
• Bound State 20%
• Linear Function 20%
• Stochastic Approximation Algorithm 20%
• Point of Equilibrium 20%