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arXiv · 2312.15091

A Note on Stability in Asynchronous Stochastic Approximation without Communication Delays

Huizhen Yu·Yi Wan·Richard S. Sutton
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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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Huizhen Yu, Yi Wan, Richard S. Sutton. 2023-12-22. A Note on Stability in Asynchronous Stochastic Approximation without Communication Delays. https://arxiv.org/abs/2312.15091

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