Constant step stochastic approximations involving differential inclusions: stability, long-run convergence and applications

DOI10.1080/17442508.2018.1539086zbMath1500.60040arXiv1612.03831OpenAlexW2772653370WikidataQ129037052 ScholiaQ129037052MaRDI QIDQ5086426

Walid Hachem, Adil Salim, Pascal Bianchi

Publication date: 5 July 2022

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1612.03831

zbMATH Keywords

differential inclusionsdynamical systemsnon-convex optimizationqueueing systemsstochastic approximation with constant step

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Ordinary differential inclusions (34A60) Random measures (60G57)

Related Items (5)

Convergence of constant step stochastic gradient descent for non-smooth non-convex functions ⋮ Unnamed Item ⋮ Lyapunov stability of the subgradient method with constant step size ⋮ Convergence and Dynamical Behavior of the ADAM Algorithm for Nonconvex Stochastic Optimization ⋮ Conservative set valued fields, automatic differentiation, stochastic gradient methods and deep learning

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