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Stochastic approximation with two time scales

✍ Scribed by Vivek S. Borkar

Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
275 KB
Volume
29
Category
Article
ISSN
0167-6911

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✦ Synopsis

Asymptotic behaviour of a two time scale stochastic approximation algorithm is analysed in terms of a related singular ordinary differential equation.

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