Remarks on Differential Inclusion limits of Stochastic Approximation
Probability
2023-09-04 v2
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.
Cite
@article{arxiv.2303.04558,
title = {Remarks on Differential Inclusion limits of Stochastic Approximation},
author = {Vivek Borkar and Dhruv Shah},
journal= {arXiv preprint arXiv:2303.04558},
year = {2023}
}