Stochastic approximation in a Markovian framework revisited: Lipschitz continuity of the Poisson equation

Care, Algo and Csáji, Balázs Csanád and Gerencsér, Balázs and Gerencsér, László and Rásonyi, Miklós (2026) Stochastic approximation in a Markovian framework revisited: Lipschitz continuity of the Poisson equation. MATHEMATICS OF CONTROL SIGNALS AND SYSTEMS, Publis. pp. 291-333. ISSN 0932-4194 10.1007/s00498-026-00436-0

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Item Type: Article
Uncontrolled Keywords: Poisson equation; stochastic approximation; Lipschitz continuity; Markov chains on general state spaces; Weighted total variation norm; Contractive Markov kernels;
Subjects: Q Science > QA Mathematics and Computer Science > QA75 Electronic computers. Computer science / számítástechnika, számítógéptudomány
Divisions: Research Laboratory on Engineering & Management Intelligence
Systems and Control Lab
SWORD Depositor: MTMT Injector
Depositing User: MTMT Injector
Date Deposited: 09 Sep 2026 09:09
Last Modified: 09 Sep 2026 09:09
URI: https://eprints.sztaki.hu/id/eprint/11136

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