Stochastic approximation with discontinuous dynamics, differential inclusions, and applications

DOI10.1214/22-aap1829arXiv2108.12652MaRDI QIDQ6103982

Nhu Ngoc Nguyen, George Yin

Publication date: 5 June 2023

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2108.12652

zbMATH Keywords

convergencerate of convergencedifferential inclusionstochastic approximationstochastic differential inclusionstochastic subgradient descent

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential inclusions (34A60) Stochastic approximation (62L20) Diffusion processes (60J60)

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