Stochastic recursive inclusions with non-additive iterate-dependent Markov noise

DOI10.1080/17442508.2017.1353984zbMath1493.62495arXiv1607.04735OpenAlexW2511043733MaRDI QIDQ5085839

Vinayaka G. Yaji, Shalabh Bhatnagar

Publication date: 30 June 2022

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1607.04735

zbMATH Keywords

stochastic approximationMarkov noiseasymptotic pseudotrajectorysubgradient descentset-valued drift function

Mathematics Subject Classification ID

Set-valued functions (26E25) Set-valued set functions and measures; integration of set-valued functions; measurable selections (28B20) Stochastic approximation (62L20)

Related Items

Stochastic Recursive Inclusions in Two Timescales with Nonadditive Iterate-Dependent Markov Noise

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