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

DOI10.1109/TAC.2022.3210147arXiv2011.01868OpenAlexW3097149416MaRDI QIDQ6093193

Thinh T. Doan

Publication date: 6 October 2023

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2011.01868

zbMATH Keywords

stochastic approximationreinforcement learningtwo-time-scale stochastic approximation

Mathematics Subject Classification ID

Systems theory; control (93-XX)

Related Items (2)

A Two-Timescale Stochastic Algorithm Framework for Bilevel Optimization: Complexity Analysis and Application to Actor-Critic ⋮ DIMIX: Diminishing Mixing for Sloppy Agents

This page was built for publication: Nonlinear Two-Time-Scale Stochastic Approximation: Convergence and Finite-Time Performance