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]

@inproceedings{DalalTSM18,
  title = {Finite Sample Analysis of Two-Timescale Stochastic Approximation with Applications to Reinforcement Learning},
  author = {Gal Dalal and Gugan Thoppe and Balázs Szörényi and Shie Mannor},
  year = {2018},
  url = {http://proceedings.mlr.press/v75/dalal18a.html},
  researchr = {https://researchr.org/publication/DalalTSM18},
  cites = {0},
  citedby = {0},
  pages = {1199-1233},
  booktitle = {Conference On Learning Theory, COLT 2018, Stockholm, Sweden, 6-9 July 2018},
  editor = {Sébastien Bubeck and Vianney Perchet and Philippe Rigollet},
  volume = {75},
  series = {Proceedings of Machine Learning Research},
  publisher = {PMLR},
}