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Remarks on Differential Inclusion limits of Stochastic Approximation (2303.04558v2)
Published 8 Mar 2023 in math.PR
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.
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