2 papers
eess.SY2025
Multi Timescale Stochastic Approximation: Stability and Convergence
Rohan Deb, Swetha Ganesh, Shalabh Bhatnagar
This paper presents the first sufficient conditions that guarantee the stability and almost sure convergence of multi-timescale stochastic approximation (SA) iterates. It extends t…
cs.LG2025
A policy gradient approach for Finite Horizon Constrained Markov Decision Processes
Soumyajit Guin, Shalabh Bhatnagar
The infinite horizon setting is widely adopted for problems of reinforcement learning (RL). These invariably result in stationary policies that are optimal. In many situations, fin…