Shrinking-Tube Concentration for Adaptive Markovian Stochastic Approximation

arXiv:2609.29833 · math.OC, stat.ME, stat.ML · Submitted 2026-09-24 · Read on arXiv

math.OC, stat.ME, stat.ML

Submitted: 2026-09-24

Updated: 2026-09-24

License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/

Terminology

• Accuracy — 12× in this paper · explained in 1 episode
• Reinforcement Learning — 8× in this paper · explained in 4 episodes
• Homogeneity — 6× in this paper · explained in 2 episodes
• Actor — 4× in this paper · explained in 3 episodes
• Adaptive Algorithm — 3× in this paper · explained in 1 episode
• Adaptation — 2× in this paper · explained in 1 episode
• Quasi-Strong Monotonicity — 2× in this paper
• Aggregation — 1× in this paper · explained in 1 episode
• Benchmark — 1× in this paper · explained in 2 episodes
• Lyapunov function — 1× in this paper · explained in 2 episodes

Sources

• Concentration of General Stochastic Approximation Under Heavy-Tailed Markovian Noise
• Almost Sure Convergence Rates and Concentration of Stochastic Approximation and Reinforcement Learning with Markovian Noise

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