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On The Convergence and ODE Limit of A Two-Dimensional Stochastic Approximation

Ma, Dye-Jyun; Makowski, Armand M. (1993)

We consider a two-dimensional stochastic approximations scheme of the Robbins-Monro type which naturally arises in the study of steering policies for Markov decision processes [6,7]. Making use of a decoupling change of ...