Explicit Mean-Square Error Bounds for Monte-Carlo and Linear Stochastic Approximation

7 February 2020

Papers citing "Explicit Mean-Square Error Bounds for Monte-Carlo and Linear Stochastic Approximation"

7 / 7 papers shown

Title
Deflated Dynamics Value Iteration Jongmin Lee Amin Rakhsha Ernest K. Ryu Amir-massoud Farahmand 46 2 0 15 Jul 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
Efficiency Ordering of Stochastic Gradient Descent Jie Hu Vishwaraj Doshi Do Young Eun 31 6 0 15 Sep 2022
Finite-Time Error Bounds for Distributed Linear Stochastic Approximation Yixuan Lin V. Gupta Ji Liu 32 3 0 24 Nov 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 27 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