Borkar, Vivek S. ; Pattathil, Sarath (2018) Concentration bounds for two time scale stochastic approximation In: 2018 56th Annual Allerton Conference on Communication, Control, and Computing (Allerton), 02-05 October 2018, Monticello, IL, USA.
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Official URL: http://doi.org/10.1109/ALLERTON.2018.8636078
Related URL: http://dx.doi.org/10.1109/ALLERTON.2018.8636078
Abstract
Viewing a two time scale stochastic approximation scheme as a noisy discretization of a singularly perturbed differential equation, we obtain a concentration bound for its iterates that captures its behavior with quantifiable high probability.
| Item Type: | Conference or Workshop Item (Other) |
|---|---|
| Source: | Copyright of this article belongs to IEEE. |
| ID Code: | 135146 |
| Deposited On: | 19 Jan 2023 09:28 |
| Last Modified: | 19 Jan 2023 09:28 |
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