# Somya Singh

Date

Wednesday January 25, 202312:00 pm - 1:00 pm

Location

Jeffery Hall, Room 319Event Category

## Probability Seminar

**Wednesday, January 25th, 2023**

**Time:** 12:00 p.m. **Place:** Jeffery Hall, Room 319

**Speaker:** Somya Singh

**Title:** Stochastic approximation: a dynamical systems viewpoint

**Abstract:** In this talk, we will see how Stochastic approximation is used to trace trajectories of a discrete random reinforcement process. We will look at the standard Stochastic approximation scheme and the main results which justifies the use of stochastic approximation to track the trajectories of discrete random reinforcement processes through an ordinary differential equation. We will also discuss the importance of assumptions that are used in constructing a stochastic approximation scheme.