Simple and optimal methods for stochastic variational inequalities, II: Markovian noise and policy evaluation in reinforcement learning

no code implementations • 15 Nov 2020 • Georgios Kotsalis, Guanghui Lan, Tianjiao Li

This brings us to the fast TD (FTD) algorithm which combines elements of CTD and the stochastic operator extrapolation method of the companion paper.

Simple and optimal methods for stochastic variational inequalities, I: operator extrapolation

no code implementations • 5 Nov 2020 • Georgios Kotsalis, Guanghui Lan, Tianjiao Li

In this paper we first present a novel operator extrapolation (OE) method for solving deterministic variational inequality (VI) problems.