Optimal and instance-dependent guarantees for Markovian linear stochastic approximation

23 December 2021

Papers citing "Optimal and instance-dependent guarantees for Markovian linear stochastic approximation"

4 / 4 papers shown

Title
Gaussian Approximation and Multiplier Bootstrap for Polyak-Ruppert Averaged Linear Stochastic Approximation with Applications to TD Learning S. Samsonov Eric Moulines Qi-Man Shao Zhuo-Song Zhang Alexey Naumov 81 5 0 26 May 2024
Rates of Convergence in the Central Limit Theorem for Markov Chains, with an Application to TD Learning R. Srikant 91 6 0 28 Jan 2024
Tight Finite Time Bounds of Two-Time-Scale Linear Stochastic Approximation with Markovian Noise Shaan ul Haque S. Khodadadian S. T. Maguluri 105 11 0 31 Dec 2023
Online Estimation and Inference for Robust Policy Evaluation in Reinforcement Learning Weidong Liu Jiyuan Tu Yichen Zhang Xi Chen OffRL 57 4 0 04 Oct 2023