Finite-Time Analysis and Restarting Scheme for Linear Two-Time-Scale Stochastic Approximation

23 December 2019

Papers citing "Finite-Time Analysis and Restarting Scheme for Linear Two-Time-Scale Stochastic Approximation"

11 / 11 papers shown

Title
Rates of Convergence in the Central Limit Theorem for Markov Chains, with an Application to TD Learning R. Srikant 38 5 0 28 Jan 2024
Central Limit Theorem for Two-Timescale Stochastic Approximation with Markovian Noise: Theory and Applications Jie Hu Vishwaraj Doshi Do Young Eun 38 4 0 17 Jan 2024
Convex Programs and Lyapunov Functions for Reinforcement Learning: A Unified Perspective on the Analysis of Value-Based Methods Xing-ming Guo Bin Hu OffRL 21 3 0 14 Feb 2022
Convergence Rates of Two-Time-Scale Gradient Descent-Ascent Dynamics for Solving Nonconvex Min-Max Problems Thinh T. Doan 20 15 0 17 Dec 2021
Finite-Time Complexity of Online Primal-Dual Natural Actor-Critic Algorithm for Constrained Markov Decision Processes Sihan Zeng Thinh T. Doan Justin Romberg 102 17 0 21 Oct 2021
Online Robust Reinforcement Learning with Model Uncertainty Yue Wang Shaofeng Zou OOD OffRL 76 97 0 29 Sep 2021
Finite-Time Convergence Rates of Nonlinear Two-Time-Scale Stochastic Approximation under Markovian Noise Thinh T. Doan 16 15 0 04 Apr 2021
On the Stability of Random Matrix Product with Markovian Noise: Application to Linear Stochastic Approximation and TD Learning Alain Durmus Eric Moulines A. Naumov S. Samsonov Hoi-To Wai 22 19 0 30 Jan 2021
Nonlinear Two-Time-Scale Stochastic Approximation: Convergence and Finite-Time Performance Thinh T. Doan 14 45 0 03 Nov 2020
Multi-Agent Reinforcement Learning in Stochastic Networked Systems Yiheng Lin Guannan Qu Longbo Huang Adam Wierman 34 38 0 11 Jun 2020
On the Sample Complexity of Actor-Critic Method for Reinforcement Learning with Function Approximation Harshat Kumar Alec Koppel Alejandro Ribeiro 102 79 0 18 Oct 2019