Somya Singh


Wednesday January 25, 2023
12:00 pm - 1:00 pm


Jeffery Hall, Room 319

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.