A generalization of the Borkar-Meyn theorem for stochastic recursive inclusions
Year of publication: |
August 2017
|
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Authors: | Ramaswamy, Arunselvan ; Bhatnagar, Shalabh |
Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 42.2017, 3, p. 648-661
|
Subject: | stochastic recursive inclusions | Borkar-Meyn theorem | set-valued dynamical systems | ordinary differential equation method | stability criterion | stochastic gradient descent | iterative methods | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Schätztheorie | Estimation theory |
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