Stability Results for Stochastic Approximation Iterates

Speaker:
Sameer Kamal Tata Institute of Fundamental Research School of Technology and Computer Science Homi Bhabha Road
Date:
Friday, 19 Feb 2010 (all day)
Venue:
A-212 (STCS Seminar Room)
Category:
Abstract
In this talk, after a brief introduction to stochastic approximation, we shall present stability results for stochastic approximation iterates. These are of the form: under certain assumptions the stochastic approximation iterates remain bounded almost surely.