Gadat, Sébastien; Panloup, F.; Saadane, Sofiane - Toulouse School of Economics (TSE) - 2015
Narendra-Shapiro (NS) algorithms are bandit-type algorithms that have been introduced in the sixties (with a view to applications in Psychology or learning automata), whose convergence has been intensively studied in the stochastic algorithm literature. In this paper, we adress the following...