Simple and Optimal Methods for Stochastic Variational Inequalities, II: Markovian Noise and Policy Evaluation in Reinforcement Learning
Work
Year: 2022
Type: article
Abstract: The focus of this paper is on stochastic variational inequalities (VI) under Markovian noise. A prominent application of our algorithmic developments is the stochastic policy evaluation problem in rei... more
Source: SIAM Journal on Optimization
Cites: 31
Cited by: 14
Related to: 10
FWCI: 1.733
Citation percentile (by year/subfield): 100
Subfield: Artificial Intelligence
Field: Computer Science
Domain: Physical Sciences
Open Access status: green
Grant IDS N00014-20-1-2089, W911NF-18-1-0223