CDS Lecture Series 1998

Thursday, May 21, 1998, 2:00 p.m.

Vivek S. Borkar
Indian Institute of Science, Department of Computer Science and Automation

Stability and Convergence of Stochastic Approximation Algorithms by the O.D.E. Method

This talk will describe recent work (joint, with Sean Meyn) on establishing the stability and convergence of a class of stochastic approximation algorithms by analyzing the O.D.E. limits obtained after suitable rescaling. Applications to some algorithms arising in neurodynamic programming will also be described.

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