• DocumentCode
    2575928
  • Title

    Second order fluctuations of TD(λ) and a positive real condition

  • Author

    Solo, Victor

  • Author_Institution
    Sch. of Electr. Eng. & Telecommun., Univ. of New South Wales, Sydney, NSW, Australia
  • fYear
    2010
  • fDate
    15-17 Dec. 2010
  • Firstpage
    2849
  • Lastpage
    2854
  • Abstract
    We analyze the behaviour of a generalised TD(λ) algorithm with constant step size. We first consider linear estimation of the optimal cost. By using realisation-wise averaging analysis we prove for the first time, boundedness under a positive real condition. We also provide for the first time, a detailed analysis of second order fluctuations of a TD(λ) type algorithm. We then consider nonlinear estimation of the optimal cost.
  • Keywords
    cost optimal control; learning (artificial intelligence); nonlinear estimation; TD algorithm; linear estimation; nonlinear estimation; optimal cost; realisation wise averaging analysis; second order fluctuation; temporal difference learning algorithm; Adaptive algorithms; Algorithm design and analysis; Convergence; Dynamic programming; Equations; Estimation; Heuristic algorithms;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control (CDC), 2010 49th IEEE Conference on
  • Conference_Location
    Atlanta, GA
  • ISSN
    0743-1546
  • Print_ISBN
    978-1-4244-7745-6
  • Type

    conf

  • DOI
    10.1109/CDC.2010.5717655
  • Filename
    5717655
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2575928