Tutorials on Stochastic Approximation

Finite-Sample Guarantees of Contractive Stochastic Approximation with Applications in Reinforcement Learning.  Invited tutorial at the workshop on Structure of Constraints in Sequential Decision-Making held by Simons Institute for the Theory of Computing (October 2022). Jointly conducted with Dr. Siva Theja Maguluri. 

Part 1 (Siva Theja Maguluri)

Part 2 (Zaiwei Chen)

Lyapunov Drift Methods for Stochastic Recursions: Optimization, Reinforcement Learning and Resource Allocation. Virtual tutorial at ACM SIGMETRICS (June 2021). Jointly conducted with Dr. Siva Theja Maguluri. 

Part 1 (Siva Theja Maguluri)

Part 2 (Zaiwei Chen)

Part 3 (Siva Theja Maguluri)