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A Note on Stability in Asynchronous Stochastic Approximation without Communication Delays (2312.15091v2)
Published 22 Dec 2023 in cs.LG and math.OC
Abstract: In this paper, we study asynchronous stochastic approximation algorithms without communication delays. Our main contribution is a stability proof for these algorithms that extends a method of Borkar and Meyn by accommodating more general noise conditions. We also derive convergence results from this stability result and discuss their application in important average-reward reinforcement learning problems.
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