cs.LG, cs.SY, eess.SY

Finite-Time Analysis of Projected Two-Time-Scale Stochastic Approximation

arXiv:2604.00179v1 Announce Type: cross
Abstract: We study the finite-time convergence of projected linear two-time-scale stochastic approximation with constant step sizes and Polyak–Ruppert averaging. We establish an explicit mean-square error bound…