Remarks on Differential Inclusion limits of Stochastic Approximation

Published 8 Mar 2023 in math.PR | (2303.04558v2)

Abstract: For stochastic approximation algorithms with discontinuous dynamics, it is shown that under suitable distributional assumptions, the interpolated iterates track a Fillipov solution of the limiting differential inclusion. In addition, we give an alternative control theoretic approach to recent results of [7] on certain limiting empirical measures associated with the iteration.

Abstract PDF Upgrade to Chat

Summary

No one has generated a summary of this paper yet.

Sign Up to Summarize

Paper to Video (Beta)

No one has generated a video about this paper yet.

Sign Up to Generate All Videos Create Your Own

Whiteboard

No one has generated a whiteboard explanation for this paper yet.

Sign Up to Generate

Paper Prompts

Sign up for free to create and run prompts on this paper using GPT-5.

Top Community Prompts

Explain it Like I'm 14

Practical Applications

Conceptual Simplification

Sign Up to Activate View All Prompts

Open Problems

We haven't generated a list of open problems mentioned in this paper yet.

Continue Learning

We haven't generated follow-up questions for this paper yet.

Authors (2)

Collections

Sign up for free to add this paper to one or more collections.