Constant stepsize SA with decision-dependent Markovian noise has stationary bias O(alpha) under Poisson-Gateaux differentiability, plus finite-time moment bounds and weak convergence.
High- O rder E rror B ounds for M arkovian LSA with R ichardson- R omberg E xtrapolation
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Revisiting the Constant Stepsize Stochastic Approximation with Decision-Dependent Markovian Noise
Constant stepsize SA with decision-dependent Markovian noise has stationary bias O(alpha) under Poisson-Gateaux differentiability, plus finite-time moment bounds and weak convergence.