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

DOI10.1137/20M1387341MaRDI QIDQ5883319

Mingyi Hong, Zhaoran Wang, Zhuoran Yang, Hoi-To Wai

Publication date: 30 March 2023

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2007.05170

zbMATH Keywords

bilevel optimization; actor-critic; two-timescale stochastic approximation

Mathematics Subject Classification ID

90C26: Nonconvex programming, global optimization

90C30: Nonlinear programming

90C15: Stochastic programming