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- W2809752240 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. This uses Alekseev's nonlinear variation of constants formula and a martingale concentration inequality and extends the corresponding results for single time scale stochastic approximation." @default.
- W2809752240 created "2018-07-10" @default.
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- W2809752240 date "2018-06-28" @default.
- W2809752240 modified "2023-09-27" @default.
- W2809752240 title "Concentration bounds for two time scale stochastic approximation" @default.
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