Stochastic Approximation with Unbounded Markovian Noise: A General-Purpose Theorem
机构 * H. Milton Stewart School of Industrial & Systems Engineering, Georgia Institute of Technology(赫尔曼·米勒工业与系统工程学院,佐治亚理工学院)
高校专区
机构 * H. Milton Stewart School of Industrial & Systems Engineering, Georgia Institute of Technology(赫尔曼·米勒工业与系统工程学院,佐治亚理工学院)
机构 * School of Computer Science, Georgia Institute of Technology(计算机科学学院,佐治亚理工学院)
机构 * Tsinghua University(清华大学) ; Shanghai Jiao Tong University(上海交通大学) ; Georgia Institute of Technology(佐治亚理工学院) ; Stanford University(斯坦福大学)
Comments 30 pages
机构 * Georgia Tech(佐治亚理工学院) ; University of Adelaide(阿德莱德大学)
Comments 10 pages, 3 figures, 3 tables
机构 * Department of Industrial Engineering and Management Sciences, Northwestern University(工业工程与管理科学系,西北大学) ; Department of Statistics and Data Science, Northwestern University(统计与数据科学系,西北大学) ; School of Mathematics, Georgia Institute of Technology(数学系,佐治亚理工学院)
Comments 51 pages, 4 figures