A rigorous proof shows that Robbins-Monro stochastic approximation with projections onto a hyperrectangle converges to stationary points of the associated projected ODE, filling a gap in Kushner and Yin's classic text.
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Convergence of projected stochastic approximation algorithm
A rigorous proof shows that Robbins-Monro stochastic approximation with projections onto a hyperrectangle converges to stationary points of the associated projected ODE, filling a gap in Kushner and Yin's classic text.