The Bias of Nonlinear Two-Time-scale Stochastic Approximation under Constant Step-Sizes
Two-timescale stochastic approximation (TTSA) is a fundamental tool for analyzing coupled iterative algorithms in reinforcement learning, optimization, and stochastic control. However, finite-time guarantees for nonlinear two-timescale schemes remain difficult to obtain, especially under constant step-sizes. In this pa...
Djamel Rassem Lamouri, Dorian Baudry, Nicolas Gast
· 0 citations