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cs.LG2023
A Tutorial Introduction to Reinforcement Learning
Mathukumalli Vidyasagar
In this paper, we present a brief survey of Reinforcement Learning (RL), with particular emphasis on Stochastic Approximation (SA) as a unifying theme. The scope of the paper inclu…
math.OC2023
Convergence of the Stochastic Heavy Ball Method With Approximate Gradients and/or Block Updating
Uday Kiran Reddy Tadipatri, Mathukumalli Vidyasagar
In this paper, we establish the convergence of the stochastic Heavy Ball (SHB) algorithm under more general conditions than in the current literature. Specifically, (i) The stochas…