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most citedConvergence of Batch Asynchronous Stochastic Approximation With Applications to Reinforcement Learning

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Convergence of Two Time-Scale Stochastic Approximation: A Martingale Approach

Mathukumalli Vidyasagar

In this paper, we analyze the two time-scale stochastic approximation (TTSSA) algorithm introduced in Borkar (1997) using a martingale approach. This approach leads to simple suffi…