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09/12/2022
Convergence of Batch Stochastic Gradient Descent Methods with Approximate Gradients and/or Noisy Measurements: Theory and Computational Results
In this paper, we study convex optimization using a very general formula...
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05/03/2022
Convergence of Stochastic Approximation via Martingale and Converse Lyapunov Methods
This paper is dedicated to Prof. Eduardo Sontag on the occasion of his s...
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09/08/2021
Convergence of Batch Asynchronous Stochastic Approximation With Applications to Reinforcement Learning
The stochastic approximation (SA) algorithm is a widely used probabilist...
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12/29/2015