Journal
IEEE TRANSACTIONS ON AUTOMATIC CONTROL
Volume 62, Issue 3, Pages 1465-1470Publisher
IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
DOI: 10.1109/TAC.2016.2585302
Keywords
Distributed algorithm; gossip; reinforcement learning; stochastic approximation; TD(0)
Funding
- J. C. Bose Fellowship
- Department of Science and Technology, Government of India
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We consider the classical TD(0) algorithm implemented on a network of agents wherein the agents also incorporate updates received from neighboring agents using a gossip-like mechanism. The combined scheme is shown to converge for both discounted and average cost problems.
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