A Two-Timescale Stochastic Algorithm Framework for Bilevel Optimization: Complexity Analysis and Application to Actor-Critic (Q5883319): Difference between revisions

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scientific article; zbMATH DE number 7669687

Language	Label	Description	Also known as
English	A Two-Timescale Stochastic Algorithm Framework for Bilevel Optimization: Complexity Analysis and Application to Actor-Critic	scientific article; zbMATH DE number 7669687

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instance of

scholarly article

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title

A Two-Timescale Stochastic Algorithm Framework for Bilevel Optimization: Complexity Analysis and Application to Actor-Critic (English)

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SIAM Journal on Optimization

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publication date

30 March 2023

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full work available at URL

https://arxiv.org/abs/2007.05170

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Mathematics Subject Classification ID

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bilevel optimization

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two-timescale stochastic approximation

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actor-critic

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MaRDI profile type

MaRDI publication profile

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cites work

Q4999029

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Learning near-optimal policies with Bellman-residual minimization based fitted policy iteration and a single sample path

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First-Order Methods in Optimization

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Stochastic approximation with two time scales

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Technical Note—The Equivalence of Two Mathematical Programs with Optimization Problems in the Constraints

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Mathematical Programs with Optimization Problems in the Constraints

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An overview of bilevel optimization

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Q2934010

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Nonlinear Two-Time-Scale Stochastic Approximation: Convergence and Finite-Time Performance

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On bilevel programming. I: General nonlinear cases

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Matrix concentration for products

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Double penalty method for bilevel optimization problems

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Two Time-Scale Stochastic Approximation with Controlled Markov Noise and Off-Policy Temporal-Difference Learning

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Convergence rate of linear two-time-scale stochastic approximation.

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Q4558791

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Mathematical Programs with Equilibrium Constraints

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Convergence rate and averaging of nonlinear two-time-scale stochastic approximation algo\-rithms

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Q3096132

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A First Order Method for Solving Convex Bilevel Optimization Problems

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Q4626283

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Algorithms for Reinforcement Learning

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Descent approaches for quadratic bilevel programming

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Stochastic compositional gradient descent: algorithms for minimizing compositions of expected-value functions

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A penalty function approach for solving bi-level linear programs

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Sitelinks

Mathematics(1 entry)

mardi Publication:5883319

@@ Property / cites work @@
+Q4999029
@@ Property / cites work: Q4999029 / rank @@
+Normal rank
@@ Property / cites work @@
+Learning near-optimal policies with Bellman-residual minimization based fitted policy iteration and a single sample path
+Normal rank
@@ Property / cites work @@
+First-Order Methods in Optimization
@@ Property / cites work: First-Order Methods in Optimization / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic approximation with two time scales
@@ Property / cites work: Stochastic approximation with two time scales / rank @@
+Normal rank
@@ Property / cites work @@
+Technical Note—The Equivalence of Two Mathematical Programs with Optimization Problems in the Constraints
+Normal rank
@@ Property / cites work @@
+Mathematical Programs with Optimization Problems in the Constraints
+Normal rank
@@ Property / cites work @@
+An overview of bilevel optimization
@@ Property / cites work: An overview of bilevel optimization / rank @@
+Normal rank
@@ Property / cites work @@
+Q2934010
@@ Property / cites work: Q2934010 / rank @@
+Normal rank
@@ Property / cites work @@
+Nonlinear Two-Time-Scale Stochastic Approximation: Convergence and Finite-Time Performance
+Normal rank
@@ Property / cites work @@
+On bilevel programming. I: General nonlinear cases
+Normal rank
@@ Property / cites work @@
+Matrix concentration for products
@@ Property / cites work: Matrix concentration for products / rank @@
+Normal rank
@@ Property / cites work @@
+Double penalty method for bilevel optimization problems
+Normal rank
@@ Property / cites work @@
+Two Time-Scale Stochastic Approximation with Controlled Markov Noise and Off-Policy Temporal-Difference Learning
+Normal rank
@@ Property / cites work @@
+Convergence rate of linear two-time-scale stochastic approximation.
+Normal rank
@@ Property / cites work @@
+Q4558791
@@ Property / cites work: Q4558791 / rank @@
+Normal rank
@@ Property / cites work @@
+Mathematical Programs with Equilibrium Constraints
+Normal rank
@@ Property / cites work @@
+Convergence rate and averaging of nonlinear two-time-scale stochastic approximation algo\-rithms
+Normal rank
@@ Property / cites work @@
+Q3096132
@@ Property / cites work: Q3096132 / rank @@
+Normal rank
@@ Property / cites work @@
+A First Order Method for Solving Convex Bilevel Optimization Problems
+Normal rank
@@ Property / cites work @@
+Q4626283
@@ Property / cites work: Q4626283 / rank @@
+Normal rank
@@ Property / cites work @@
+Algorithms for Reinforcement Learning
@@ Property / cites work: Algorithms for Reinforcement Learning / rank @@
+Normal rank
@@ Property / cites work @@
+Descent approaches for quadratic bilevel programming
+Normal rank
@@ Property / cites work @@
+Stochastic compositional gradient descent: algorithms for minimizing compositions of expected-value functions
+Normal rank
@@ Property / cites work @@
+A penalty function approach for solving bi-level linear programs
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5883319