On the Stability of Random Matrix Product with Markovian Noise: Application to Linear Stochastic Approximation and TD Learning

30 January 2021

Papers citing "On the Stability of Random Matrix Product with Markovian Noise: Application to Linear Stochastic Approximation and TD Learning"

6 / 6 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 33 4 0 26 May 2024
Online Estimation and Inference for Robust Policy Evaluation in Reinforcement Learning Weidong Liu Jiyuan Tu Yichen Zhang Xi Chen OffRL 24 2 0 04 Oct 2023
First Order Methods with Markovian Noise: from Acceleration to Variational Inequalities Aleksandr Beznosikov S. Samsonov Marina Sheshukova Alexander Gasnikov A. Naumov Eric Moulines 52 14 0 25 May 2023
A Single-Timescale Analysis For Stochastic Approximation With Multiple Coupled Sequences Han Shen Tianyi Chen 54 15 0 21 Jun 2022
Accelerated and instance-optimal policy evaluation with linear function approximation Tianjiao Li Guanghui Lan A. Pananjady OffRL 44 13 0 24 Dec 2021
Online Bootstrap Inference For Policy Evaluation in Reinforcement Learning Pratik Ramprasad Yuantong Li Zhuoran Yang Zhaoran Wang W. Sun Guang Cheng OffRL 50 27 0 08 Aug 2021