Nonlinear Two-Time-Scale Stochastic Approximation: Convergence and Finite-Time Performance

3 November 2020

Papers citing "Nonlinear Two-Time-Scale Stochastic Approximation: Convergence and Finite-Time Performance"

20 / 20 papers shown

Title
Non-Expansive Mappings in Two-Time-Scale Stochastic Approximation: Finite-Time Analysis Siddharth Chandak 76 1 0 18 Jan 2025
Learning to Control Unknown Strongly Monotone Games Siddharth Chandak Ilai Bistritz Nicholas Bambos 68 3 0 30 Jun 2024
Tight Finite Time Bounds of Two-Time-Scale Linear Stochastic Approximation with Markovian Noise Shaan ul Haque S. Khodadadian S. T. Maguluri 80 11 0 31 Dec 2023
Finite Sample Analysis of Two-Time-Scale Natural Actor-Critic Algorithm S. Khodadadian Thinh T. Doan Justin Romberg S. T. Maguluri 56 42 0 26 Jan 2021
A Two-Timescale Framework for Bilevel Optimization: Complexity Analysis and Application to Actor-Critic Mingyi Hong Hoi-To Wai Zhaoran Wang Zhuoran Yang 59 138 0 10 Jul 2020
A Finite Time Analysis of Two Time-Scale Actor Critic Methods Yue Wu Weitong Zhang Pan Xu Quanquan Gu 138 147 0 04 May 2020
Improving Sample Complexity Bounds for (Natural) Actor-Critic Algorithms Tengyu Xu Zhe Wang Yingbin Liang 44 25 0 27 Apr 2020
Explicit Mean-Square Error Bounds for Monte-Carlo and Linear Stochastic Approximation Shuhang Chen Adithya M. Devraj Ana Bušić Sean P. Meyn 50 31 0 07 Feb 2020
Finite Time Analysis of Linear Two-timescale Stochastic Approximation with Markovian Noise Maxim Kaledin Eric Moulines A. Naumov V. Tadic Hoi-To Wai 33 73 0 04 Feb 2020
Finite-Time Analysis and Restarting Scheme for Linear Two-Time-Scale Stochastic Approximation Thinh T. Doan 39 36 0 23 Dec 2019
A Tale of Two-Timescale Reinforcement Learning with the Tightest Finite-Time Bound Gal Dalal Balazs Szorenyi Gugan Thoppe OffRL 21 53 0 20 Nov 2019
Finite-Time Performance Bounds and Adaptive Learning Rate Selection for Two Time-Scale Reinforcement Learning Harsh Gupta R. Srikant Lei Ying 41 85 0 14 Jul 2019
A Stochastic Composite Gradient Method with Incremental Variance Reduction Junyu Zhang Lin Xiao 26 67 0 24 Jun 2019
Characterizing the Exact Behaviors of Temporal Difference Learning Algorithms Using Markov Jump Linear System Theory Bin Hu U. Syed 53 58 0 16 Jun 2019
Finite-Sample Analysis of Nonlinear Stochastic Approximation with Applications in Reinforcement Learning Zaiwei Chen Sheng Zhang Thinh T. Doan John-Paul Clarke S. T. Maguluri 50 58 0 27 May 2019
Finite-Time Error Bounds For Linear Stochastic Approximation and TD Learning R. Srikant Lei Ying 55 249 0 03 Feb 2019
Non-asymptotic Analysis of Biased Stochastic Approximation Scheme Belhal Karimi B. Miasojedow Eric Moulines Hoi-To Wai 32 90 0 02 Feb 2019
A Finite Time Analysis of Temporal Difference Learning With Linear Function Approximation Jalaj Bhandari Daniel Russo Raghav Singal 91 336 0 06 Jun 2018
Optimization Methods for Large-Scale Machine Learning Léon Bottou Frank E. Curtis J. Nocedal 171 3,191 0 15 Jun 2016
Stochastic Compositional Gradient Descent: Algorithms for Minimizing Compositions of Expected-Value Functions Mengdi Wang Ethan X. Fang Han Liu 62 261 0 14 Nov 2014