Stochastic Fixed-Point Iterations for Nonexpansive Maps: Convergence and Error Bounds
DOI10.1137/22m1515550arXiv2208.04193OpenAlexW4390977426MaRDI QIDQ6180255
Roberto Cominetti, Mario Bravo
Publication date: 19 January 2024
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2208.04193
fixed pointsconvergence rateserror boundsnonexpansive mapsstochastic gradient descent\(Q\)-learningstochastic iterations
Analysis of algorithms and problem complexity (68Q25) Fixed-point theorems (47H10) Contraction-type mappings, nonexpansive mappings, (A)-proper mappings, etc. (47H09) Stochastic approximation (62L20) Fixed-point iterations (47J26) Numerical methods for mathematical programming, optimization and variational techniques (65Kxx)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Stochastic forward-backward splitting for monotone inclusions
- Stochastic approximation, cooperative dynamics and supermodular games
- Quelques propriétés des opérateurs angle-bornes et n-cycliquement monotones
- Asynchronous stochastic approximation and Q-learning
- On variance reduction for stochastic smooth convex optimization with multiplicative noise
- Stochastic approximation and its applications
- Rates of convergence for inexact Krasnosel'skii-Mann iterations in Banach spaces
- Construction of fixed points of nonlinear mappings in Hilbert space
- Learning Algorithms for Markov Decision Processes with Average Cost
- Stochastic Approximations and Perturbations in Forward-Backward Splitting for Monotone Operators
- Robust Stochastic Approximation Approach to Stochastic Programming
- Acceleration of Stochastic Approximation by Averaging
- On the Convergence of Stochastic Iterative Dynamic Programming Algorithms
- Stochastic Approximation for Nonexpansive Maps: Application to Q-Learning Algorithms
- Variance-Based Extragradient Methods with Line Search for Stochastic Variational Inequalities
- Stochastic First- and Zeroth-Order Methods for Nonconvex Stochastic Programming
- Stochastic Quasi-Fejér Block-Coordinate Fixed Point Iterations with Random Sweeping
- Stochastic Estimation of the Maximum of a Regression Function
- A Stochastic Approximation Method
This page was built for publication: Stochastic Fixed-Point Iterations for Nonexpansive Maps: Convergence and Error Bounds
