Finite-Time Analysis and Restarting Scheme for Linear Two-Time-Scale Stochastic Approximation
نویسندگان
چکیده
Motivated by its broad applications in machine learning and reinforcement learning, we study the linear two-time-scale stochastic approximation, an iterative method using two different step sizes f...
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ژورنال
عنوان ژورنال: Siam Journal on Control and Optimization
سال: 2021
ISSN: ['0363-0129', '1095-7138']
DOI: https://doi.org/10.1137/20m1322649