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20122026
most citedFinite Sample Analysis of Two-Timescale Stochastic Approximation with Applications to Reinforcement Learning

36 citations · 82 across the 30 of their papers we have counts for

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math.OC2015

A Concentration Bound for Stochastic Approximation via Alekseev's Formula

Gugan Thoppe, Vivek S. Borkar

Given an ODE and its perturbation, the Alekseev formula expresses the solutions of the latter in terms related to the former. By exploiting this formula and a new concentration ine…