#martingale — Public Fediverse posts

'The ODE Method for Stochastic Approximation and Reinforcement Learning with Markovian Noise', by Shuze Daniel Liu, Shuhang Chen, Shangtong Zhang.

http://jmlr.org/papers/v26/24-0100.html

#stochastic #stochastically #martingale

'High Probability Convergence Bounds for Non-convex Stochastic Gradient Descent with Sub-Weibull Noise', by Liam Madden, Emiliano Dall'Anese, Stephen Becker.

http://jmlr.org/papers/v25/23-0466.html

#martingale #stochastic #convergence

'q-Learning in Continuous Time', by Yanwei Jia, Xun Yu Zhou.

http://jmlr.org/papers/v24/22-0755.html

#reinforcement #martingale #critic