Tata Institute of Fundamental Research

Stability Results for Stochastic Approximation Iterates

Student Seminar
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)

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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.