Finite-Time Convergence Rates of Nonlinear Two-Time-Scale Stochastic Approximation under Markovian Noise.

Published in: CoRR (2021)

Keyphrases

stochastic approximation
convergence rate
policy iteration
monte carlo
convergence speed
learning rate
step size
primal dual
scale space
finite number
gaussian kernels
temporal difference learning
projection based m estimator