Tight Finite Time Bounds of Two-Time-Scale Linear Stochastic Approximation with Markovian Noise

31 December 2023

Papers citing "Tight Finite Time Bounds of Two-Time-Scale Linear Stochastic Approximation with Markovian Noise"

8 / 8 papers shown

Title
$O(1/k)$ Finite-Time Bound for Non-Linear Two-Time-Scale Stochastic Approximation Siddharth Chandak 29 0 0 27 Apr 2025
Non-Expansive Mappings in Two-Time-Scale Stochastic Approximation: Finite-Time Analysis Siddharth Chandak 37 1 0 18 Jan 2025
Two-Timescale Linear Stochastic Approximation: Constant Stepsizes Go a Long Way Jeongyeol Kwon Luke Dotson Yudong Chen Qiaomin Xie 18 1 0 16 Oct 2024
No Algorithmic Collusion in Two-Player Blindfolded Game with Thompson Sampling Ningyuan Chen Xuefeng Gao Yi Xiong 26 0 0 23 May 2024
Fast Two-Time-Scale Stochastic Gradient Method with Applications in Reinforcement Learning Sihan Zeng Thinh T. Doan 49 5 0 15 May 2024
Rates of Convergence in the Central Limit Theorem for Markov Chains, with an Application to TD Learning R. Srikant 17 5 0 28 Jan 2024
Fast Nonlinear Two-Time-Scale Stochastic Approximation: Achieving $O(1/k)$ Finite-Sample Complexity Thinh T. Doan 25 7 0 23 Jan 2024
Central Limit Theorem for Two-Timescale Stochastic Approximation with Markovian Noise: Theory and Applications Jie Hu Vishwaraj Doshi Do Young Eun 20 4 0 17 Jan 2024