DateWednesday January 25, 2023
12:00 pm - 1:00 pm
LocationJeffery Hall, Room 319
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.