Maxim Kaledin, Eric Moulines, Alexey Naumov, Vladislav Tadic, Hoi-To Wai. Finite Time Analysis of Linear Two-timescale Stochastic Approximation with Markovian Noise. In Jacob D. Abernethy, Shivani Agarwal 0001, editors, Conference on Learning Theory, COLT 2020, 9-12 July 2020, Virtual Event [Graz, Austria]. Volume 125 of Proceedings of Machine Learning Research, pages 2144-2203, PMLR, 2020. [doi]
Abstract is missing.