2025
Convergence Rate in a Nonlinear Two-Time-Scale Stochastic Approximation with State (Time)-Dependence
AAAI 2025technical
The nonlinear two-time-scale stochastic approximation is widely studied under conditions of bounded variances in noise. Motivated by recent advances that allow for variability linked to the current state or time, we consider state- and time-dependent noises. We show that the Lyapunov function exhibi…