Author

Yudong Chen

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Aug 2026

Prelimit Coupling and Steady-State Convergence of Constant-Step-Size Nonsmooth Contractive Stochastic Approximation

Nonsmooth Learning Algorithms Behave Differently from Smooth Ones Many learning algorithms, including Q-learning, update their estimates through noisy recursive rules. When these updates use a constant step size and involve nonsmooth operators, their long-run behavior can be difficult to characterize: the iterates do...

Yi-Xuan Zhang, Dongyang Huo, Yudong Chen et al. · Operational Research · 0 citations

#machine learning Open access Apr 2024

Prelimit Coupling and Steady-State Convergence of Constant-stepsize Nonsmooth Contractive SA

It is derived that the asymptotic bias of nonsmooth contractive stochastic approximation (SA) with constant stepsize is proportional to the square root of the stepsize, which stands in sharp contrast to smooth SA.

Yi-Xuan Zhang, Dongyang Huo, Yu-Dong Chen et al. · SIGMETRICS/Performance · 4 citations