A Lyapunov theory for finite-sample guarantees of Markovian stochastic approximation
Zaiwei Chen, Siva T. Maguluri, Sanjay Shakkottai, Karthikeyan Shanmugam
| Year of publication: |
2024
|
|---|---|
| Authors: | Chen, Zaiwei ; Maguluri, Siva Theja ; Shakkottai, Sanjay ; Shanmugam, Karthikeyan |
| Published in: |
Operations research. - Linthicum, Md. : INFORMS, ISSN 1526-5463, ZDB-ID 2019440-7. - Vol. 72.2024, 4, p. 1352-1367
|
| Subject: | finite-sample analysis | generalized Moreau envelope | Lyapunov drift method | Machine Learning and Data Science | Markovian stochastic approximation | reinforcement learning | Markov-Kette | Markov chain | Künstliche Intelligenz | Artificial intelligence | Theorie | Theory | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/opre.2022.0249 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015045379