2 papers
math.PR2026
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.OC2025
Convergence and Inference of Stream SGD, with Applications to Queueing Systems and Inventory Control
Xiang Li, Jiadong Liang, Xinyun Chen +1
Stream stochastic gradient descent (SGD) is a simple and efficient method for solving online optimization problems in operations research (OR), where data is generated by parameter…