Absolutely Expedient Algorithms
S. Lakshmivarahan
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S. Lakshmivarahan: University of Oklahoma, School of Electrical Engineering and Computer Science
Chapter Chapter 3 in Learning Algorithms Theory and Applications, 1981, pp 66-108 from Springer
Abstract:
Abstract This chapter deals with the analysis and design of non-linear reward penalty learning algorithms of the absolutely expedient NAR−P type. A fundamental property that distinguishes this class of algorithms from those of Chapter 2 is that the set VM= εj | j = 1,2,…,M, ej = jth unit vector consisting of the corners of the simplex SM form the (only) absorbing states of the Markov process p(k). Each ej c VM is topologically closed and it will be shown that ej is also stochastically closed under NAR−P algorithms. Thus, in this case each element of v (there are M of them) according to problem 1.1 form an ergodic kernel as opposed to the only one ergodic kernel (which is SM) of the NER−P algorithms discussed in chapter 2. The presence of such multiple ergodic kernel makes the asymptotic behavior of the Markov process p(k) under this class of algorithms, as to be expected, very much dependent on the initial state as against the independence of the asymptotic behavior of p(k) on the initial state in case of the NER−P algorithms.
Keywords: Markov Process; Sample Path; Symmetry Condition; Regular Function; Learn Algorithm Theory (search for similar items in EconPapers)
Date: 1981
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4612-5975-6_3
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DOI: 10.1007/978-1-4612-5975-6_3
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