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Tight High Probability Bounds for Linear Stochastic Approximation with Fixed Stepsize.
Alain Durmus
Eric Moulines
Alexey Naumov
Sergey Samsonov
Kevin Scaman
Hoi-To Wai
Published in:
CoRR (2021)
Keyphrases
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stochastic approximation
step size
lower bound
upper bound
worst case
monte carlo
approximate dynamic programming
policy iteration
temporal difference
convergence rate
cost function
convergence speed
theoretical guarantees
genetic algorithm
markov decision processes
faster convergence
optimal solution