Central Limit Theorem for Two-Timescale Stochastic Approximation with Markovian Noise: Theory and Applications

17 January 2024

Papers citing "Central Limit Theorem for Two-Timescale Stochastic Approximation with Markovian Noise: Theory and Applications"

5 / 5 papers shown

Title
Rates of Convergence in the Central Limit Theorem for Markov Chains, with an Application to TD Learning R. Srikant 22 5 0 28 Jan 2024
Fast Nonlinear Two-Time-Scale Stochastic Approximation: Achieving $O(1/k)$ Finite-Sample Complexity Thinh T. Doan 30 7 0 23 Jan 2024
Tight Finite Time Bounds of Two-Time-Scale Linear Stochastic Approximation with Markovian Noise Shaan ul Haque S. Khodadadian S. T. Maguluri 37 11 0 31 Dec 2023
Efficiency Ordering of Stochastic Gradient Descent Jie Hu Vishwaraj Doshi Do Young Eun 20 6 0 15 Sep 2022
A Two-Time-Scale Stochastic Optimization Framework with Applications in Control and Reinforcement Learning Sihan Zeng Thinh T. Doan J. Romberg 63 22 0 29 Sep 2021