A Generalization of the Borkar-Meyn Theorem for Stochastic Recursive Inclusions

DOI10.1287/moor.2016.0821zbMath1373.62427arXiv1502.01953OpenAlexW2962716894MaRDI QIDQ5359114

Arunselvan Ramaswamy, Shalabh Bhatnagar

Publication date: 22 September 2017

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1502.01953

zbMATH Keywords

iterative methodsstability criterionstochastic gradient descentset-valued dynamical systemsordinary differential equation methodBorkar-Meyn theoremstochastic recursive inclusions

Mathematics Subject Classification ID

Stochastic approximation (62L20) Stochastic stability in control theory (93E15) Iteration theory, iterative and composite equations (39B12)

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