Convergence of stochastic approximation via martingale and converse Lyapunov methods

DOI10.1007/S00498-023-00342-9zbMath1518.93148arXiv2205.01303MaRDI QIDQ6097904

Mathukumalli Vidyasagar

Publication date: 7 June 2023

Published in: MCSS. Mathematics of Control, Signals, and Systems (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2205.01303

zbMATH Keywords

stochastic approximationglobal asymptotic stabilitymartingale methodsconverse Lyapunov theory

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Asymptotic stability in control theory (93D20) Stochastic stability in control theory (93E15)

Related Items (1)

Convergence rates for stochastic approximation: biased noise with unbounded variance, and applications

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