Asynchronous Stochastic Approximations

Authors:
Vivek S. Borkar
Affiliations:
-
Venue:
SIAM Journal on Control and Optimization
Year:
1998

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Abstract

The asymptotic behavior of a distributed, asynchronous stochastic approximation scheme is analyzed in terms of a limiting nonautonomous differential equation. The relation between the latter and the relative values of suitably rescaled relative frequencies of updates of different components is underscored.