3 papers
stat.ML2026
Convergence of Two Time-Scale Stochastic Approximation: A Martingale Approach
Mathukumalli Vidyasagar
In this paper, we analyze the two time-scale stochastic approximation (TTSSA) algorithm introduced in Borkar (1997) using a martingale approach. This approach leads to simple suffi…
math.OC2025
Revisiting Stochastic Approximation and Stochastic Gradient Descent
Rajeeva Laxman Karandikar, Bhamidi Visweswara Rao, Mathukumalli Vidyasagar
In this paper, we introduce a new approach to proving the convergence of the Stochastic Approximation (SA) and the Stochastic Gradient Descent (SGD) algorithms. The new approach is…
stat.ML2025
Convergence of Batch Asynchronous Stochastic Approximation With Applications to Reinforcement Learning
Rajeeva L. Karandikar, M. Vidyasagar
We begin by briefly surveying some results on the convergence of the Stochastic Gradient Descent (SGD) Method, proved in a companion paper by the present authors. These results are…