Stochastic Approximation with Two Time Scales: The General Case
Probability
2024-12-31 v1 Computation
Abstract
Two time scale stochastic approximation is analyzed when the iterates on either or both time scales do not necessarily converge.
Cite
@article{arxiv.2412.19872,
title = {Stochastic Approximation with Two Time Scales: The General Case},
author = {Vivek S Borkar},
journal= {arXiv preprint arXiv:2412.19872},
year = {2024}
}
Comments
6 pages