A Generalization of the Borkar-Meyn Theorem for Stochastic Recursive Inclusions
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DOI: 10.1287/moor.2016.0821
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References listed on IDEAS
- Michel Benaim & Josef Hofbauer & Sylvain Sorin, 2005. "Stochastic Approximations and Differential Inclusions II: Applications," Levine's Bibliography 784828000000000098, UCLA Department of Economics.
- Michel Benaïm & Josef Hofbauer & Sylvain Sorin, 2005. "Stochastic Approximations and Differential Inclusions; Part II: Applications," Working Papers hal-00242974, HAL.
- Michel Benaïm & Josef Hofbauer & Sylvain Sorin, 2012. "Perturbations of Set-Valued Dynamical Systems, with Applications to Game Theory," Dynamic Games and Applications, Springer, vol. 2(2), pages 195-205, June.
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Keywords
stochastic recursive inclusions; Borkar-Meyn theorem; set-valued dynamical systems; ordinary differential equation method; stability criterion; stochastic gradient descent; iterative methods;All these keywords.
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