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cs.LG2023
Concentration of Contractive Stochastic Approximation: Additive and Multiplicative Noise
Zaiwei Chen, Siva Theja Maguluri, Martin Zubeldia
In this paper, we establish maximal concentration bounds for the iterates generated by a stochastic approximation (SA) algorithm under a contractive operator with respect to some a…
cs.LG2023★ 1 cited
Convergence Rates for Localized Actor-Critic in Networked Markov Potential Games
Zhaoyi Zhou, Zaiwei Chen, Yiheng Lin +1
We introduce a class of networked Markov potential games in which agents are associated with nodes in a network. Each agent has its own local potential function, and the reward of…