The Bias of Nonlinear Two-Time-scale Stochastic Approximation under Constant Step-Sizes
The analysis separates the contributions of initial conditions, fast-timescale tracking error, Markovian dependence, and timescale coupling, thereby clarifying the origin of the $\beta^2/\alpha^2$ term.
Djamel Rassem Lamouri, Dorian Baudry, Nicolas Gast
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