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math.OC2026
Finite-Time Concentration and Convergence Rates for Projected Two-Time-Scale Stochastic Approximation with Markov Noise
Rahul Singh, Vivek S. Borkar, Eric Moulines
We study finite-time concentration and convergence rates for projected two-time-scale stochastic approximation driven by a controlled Markov chain. The averaged fast map is contrac…
math.OC2024
Inexact subgradient methods for semialgebraic functions
Jérôme Bolte, Tam Le, Éric Moulines +1
Motivated by the extensive application of approximate gradients in machine learning and optimization, we investigate inexact subgradient methods subject to persistent additive erro…