A Two-Timescale Stochastic Algorithm Framework for Bilevel Optimization: Complexity Analysis and Application to Actor-Critic.
Mingyi HongHoi-To WaiZhaoran WangZhuoran YangPublished in: SIAM J. Optim. (2023)
Keyphrases
- complexity analysis
- optimization algorithm
- theoretical analysis
- cost function
- dynamic programming
- monte carlo
- computational complexity
- np hard
- actor critic
- optimization method
- learning algorithm
- first order logic
- path finding
- approximate dynamic programming
- linear programming
- lower bound
- knowledge base
- differential evolution
- machine learning
- neural network