Stochastic approximation with two time scales: The general case

Vivek S. Borkar

Stochastic Processes and their Applications, 2025, vol. 190, issue C

Abstract: Two time scale stochastic approximation is analyzed when the iterates on either or both time scales do not necessarily converge.

Keywords: Stochastic approximation; Two time scales; Controlled Markov noise; Invariant distributions; Invariant sets (search for similar items in EconPapers)
Date: 2025
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DOI: 10.1016/j.spa.2025.104759

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