Stability Results for Stochastic Approximation Iterates

Speaker: 

Sameer Kamal Tata Institute of Fundamental Research School of Technology and Computer Science Homi Bhabha Road <br

Time: 

Friday, 19 February 2010 (All day)

Venue: 

  • A-212 (STCS Seminar Room)

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.