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math.PR2024
Decoupled Functional Central Limit Theorems for Two-Time-Scale Stochastic Approximation
Yuze Han, Xiang Li, Jiadong Liang +1
In two-time-scale stochastic approximation (SA), two iterates are updated at different rates, governed by distinct step sizes, with each update influencing the other. Previous stud…
math.OC2024★ 1 cited
Finite-Time Decoupled Convergence in Nonlinear Two-Time-Scale Stochastic Approximation
Yuze Han, Xiang Li, Zhihua Zhang
In two-time-scale stochastic approximation (SA), two iterates are updated at varying speeds using different step sizes, with each update influencing the other. Previous studies on…