Adaptive Estimation and Stepsizes
Warren B. Powell · Wiley series in probability and statistics · 2011
This chapter contains sections titled: Learning Algorithms and Stepsizes Deterministic Stepsize Recipes Stochastic Stepsizes Optimal Stepsizes for Nonstationary Time Series Optimal Stepsizes for Approximate Value Iteration Convergence Guidelines for Choosing Stepsize Formulas Bibliographic Notes Problems