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R. Srikant

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Preprint Oct 2026

Non-Ergodic Markovian Mirror Descent with Unbounded Noise

We analyze stochastic mirror descent for minimizing a convex objective expressed as an expectation under the stationary distribution of a Markov chain, using noisy subgradient observations along a single sample path. Through Poisson's equation, we decompose the Markovian noise and control its contribution under regular...

Yunus Alp Biyikoglu, R. Srikant · 0 citations

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