Two time-scale stochastic approximation for constrained stochastic optimization and constrained Markov decision problems

Vladislav Z. B. Tadic, Arnaud Doucet, Sumeetpal S. Singh. Two time-scale stochastic approximation for constrained stochastic optimization and constrained Markov decision problems. In American Control Conference, ACC 2003, Denver, CO, USA, June 4-6 2003. pages 4736-4741, IEEE, 2003. [doi]

Authors

Vladislav Z. B. Tadic

This author has not been identified. Look up 'Vladislav Z. B. Tadic' in Google

Arnaud Doucet

This author has not been identified. Look up 'Arnaud Doucet' in Google

Sumeetpal S. Singh

This author has not been identified. Look up 'Sumeetpal S. Singh' in Google