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ep5 - Sean Meyn: Markov chains, networks, reinforcement learning, beekeeping and jazz

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The Vorker-Mein Theorem

Robinson Menorau came up with this idea in the 50s. Kyle Leung, a famous probabilist, immediately jumped in and looked at variants. So it gets to gas approximation is basically just an Euler scheme. The noise doesn't hurt you. At least for convergence. It depends on the step sizes,. I've spent 20 years of my life now studying this problem. It's hard.

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