50 citations · 194 across the 41 of their papers we have counts for
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math.OC2020
Nonlinear Two-Time-Scale Stochastic Approximation: Convergence and Finite-Time Performance
Thinh T. Doan
Two-time-scale stochastic approximation, a generalized version of the popular stochastic approximation, has found broad applications in many areas including stochastic control, opt…
math.OC2020★ 11 cited
Finite-Time Analysis of Stochastic Gradient Descent under Markov Randomness
Thinh T. Doan, Lam M. Nguyen, Nhan H. Pham +1
Motivated by broad applications in reinforcement learning and machine learning, this paper considers the popular stochastic gradient descent (SGD) when the gradients of the underly…
math.OC2020★ 13 cited
Convergence Rates of Accelerated Markov Gradient Descent with Applications in Reinforcement Learning
Thinh T. Doan, Lam M. Nguyen, Nhan H. Pham +1
Motivated by broad applications in machine learning, we study the popular accelerated stochastic gradient descent (ASGD) algorithm for solving (possibly nonconvex) optimization pro…