A generalization of the Borkar-Meyn theorem for stochastic recursive inclusions
Arunselvan Ramaswamy, Shalabh Bhatnagar
| 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
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| 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 | Theorie | Theory | Analysis | Mathematical analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/moor.2016.0821 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011742439