Finite Sample Analysis of Two-Timescale Stochastic Approximation with Applications to Reinforcement Learning

Gal Dalal, Gugan Thoppe, Balázs Szörényi, Shie Mannor. Finite Sample Analysis of Two-Timescale Stochastic Approximation with Applications to Reinforcement Learning. In Sébastien Bubeck, Vianney Perchet, Philippe Rigollet, editors, Conference On Learning Theory, COLT 2018, Stockholm, Sweden, 6-9 July 2018. Volume 75 of Proceedings of Machine Learning Research, pages 1199-1233, PMLR, 2018. [doi]

Abstract

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