In this paper, we develop a stochastic approximation method to solve a monotone estimation problem and use this method to enhance the empirical performance of the Q-learning algor...
The stochastic approximation method is behind the solution to many important, actively-studied problems in machine learning. Despite its farreaching application, there is almost n...
The one-step anticipatory algorithm (1s-AA) is an online algorithm making decisions under uncertainty by ignoring future non-anticipativity constraints. It makes near-optimal decis...
Stochastic gradient descent (SGD) uses approximate gradients estimated from subsets of the training data and updates the parameters in an online fashion. This learning framework i...
Abstract-- In this paper, we consider the distributed computation of equilibria arising in monotone stochastic Nash games over continuous strategy sets. Such games arise in setting...