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arXiv:2412.19872 [math.PR]AbstractReferencesReviewsResources

Stochastic Approximation with Two Time Scales: The General Case

Vivek S Borkar

Published 2024-12-27Version 1

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

Comments: 6 pages
Categories: math.PR, stat.CO
Subjects: 62L20
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