Showing math.OCShow all
2 papers · 1 filter
math.OC2025
Convergence of two-timescale gradient descent ascent dynamics: finite-dimensional and mean-field perspectives
Jing An, Jianfeng Lu
The two-timescale gradient descent-ascent (GDA) is a canonical gradient algorithm designed to find Nash equilibria in min-max games. We analyze the two-timescale GDA by investigati…
math.OC2024
Why does the two-timescale Q-learning converge to different mean field solutions? A unified convergence analysis
Jing An, Jianfeng Lu, Yue Wu +1
We revisit the unified two-timescale Q-learning algorithm as initially introduced by Angiuli et al. \cite{angiuli2022unified}. This algorithm demonstrates efficacy in solving mean…