Regime switching stochastic approximation algorithms with switched ODE limit

George Yin 0001, Vikrain Krishnamurthy, Cristina Ion. Regime switching stochastic approximation algorithms with switched ODE limit. In 42nd IEEE Conference on Decision and Control, CDC 2003, Maui, Hawaii, USA, December 9-12, 2003. pages 900-905, IEEE, 2003. [doi]

Abstract

Abstract is missing.