Stochastic approximation with two time scales

Borkar, VS (1997) Stochastic approximation with two time scales. In: Systems & Control Letters, 29 (5). pp. 291-294.

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Abstract

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

Item Type:	Journal Article
Publication:	Systems & Control Letters
Publisher:	Elsevier
Additional Information:	Copyright of this article belongs to Elsevier.
Keywords:	Stochastic approximation;Two time scales;O.d.e. limit;Singular differential equations
Department/Centre:	Division of Electrical Sciences > Computer Science & Automation
Date Deposited:	29 May 2007
Last Modified:	27 Feb 2019 10:23
URI:	http://eprints.iisc.ac.in/id/eprint/10039

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