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#martingale

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JMLR<p>'The ODE Method for Stochastic Approximation and Reinforcement Learning with Markovian Noise', by Shuze Daniel Liu, Shuhang Chen, Shangtong Zhang.</p><p><a href="http://jmlr.org/papers/v26/24-0100.html" rel="nofollow noopener noreferrer" translate="no" target="_blank"><span class="invisible">http://</span><span class="ellipsis">jmlr.org/papers/v26/24-0100.ht</span><span class="invisible">ml</span></a> <br> <br><a href="https://sigmoid.social/tags/stochastic" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#<span>stochastic</span></a> <a href="https://sigmoid.social/tags/stochastically" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#<span>stochastically</span></a> <a href="https://sigmoid.social/tags/martingale" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#<span>martingale</span></a></p>
JMLR<p>'High Probability Convergence Bounds for Non-convex Stochastic Gradient Descent with Sub-Weibull Noise', by Liam Madden, Emiliano Dall'Anese, Stephen Becker.</p><p><a href="http://jmlr.org/papers/v25/23-0466.html" rel="nofollow noopener noreferrer" translate="no" target="_blank"><span class="invisible">http://</span><span class="ellipsis">jmlr.org/papers/v25/23-0466.ht</span><span class="invisible">ml</span></a> <br> <br><a href="https://sigmoid.social/tags/martingale" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#<span>martingale</span></a> <a href="https://sigmoid.social/tags/stochastic" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#<span>stochastic</span></a> <a href="https://sigmoid.social/tags/convergence" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#<span>convergence</span></a></p>
JMLR<p>'q-Learning in Continuous Time', by Yanwei Jia, Xun Yu Zhou.</p><p><a href="http://jmlr.org/papers/v24/22-0755.html" rel="nofollow noopener noreferrer" target="_blank"><span class="invisible">http://</span><span class="ellipsis">jmlr.org/papers/v24/22-0755.ht</span><span class="invisible">ml</span></a> <br> <br><a href="https://sigmoid.social/tags/reinforcement" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#<span>reinforcement</span></a> <a href="https://sigmoid.social/tags/martingale" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#<span>martingale</span></a> <a href="https://sigmoid.social/tags/critic" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#<span>critic</span></a></p>