Stochastic Approximation of Smooth and Strongly Convex Functions: Beyond the O(1/T) Convergence Rate.

Lijun Zhang Zhi-Hua Zhou

Published in: CoRR (2019)

Keyphrases

convergence rate
stochastic approximation
convex functions
primal dual
policy iteration
monte carlo
convergence speed
step size
learning rate
global convergence
linear program
dc programming
convex sets
theoretical guarantees
objective function
piecewise linear
temporal difference learning