论文标题
在连续时间模型中，两次尺度的随机近似
Two-Timescale Stochastic Approximation for Bilevel Optimisation Problems in Continuous-Time Models
论文作者
论文摘要
我们分析了连续时间的随机近似算法的渐近性能，专为连续时间模型中随机双光线优化问题而设计。我们以中心极限定理的形式获得该算法的弱收敛速率。我们还展示了该算法如何应用于几个连续的双时间二元优化问题。
We analyse the asymptotic properties of a continuous-time, two-timescale stochastic approximation algorithm designed for stochastic bilevel optimisation problems in continuous-time models. We obtain the weak convergence rate of this algorithm in the form of a central limit theorem. We also demonstrate how this algorithm can be applied to several continuous-time bilevel optimisation problems.
