The paper establishes convergence properties and sufficient conditions for two-timescale asymptotic simulations of hybrid inclusions and shows that a stochastic hybrid optimization algorithm asymptotically recovers its deterministic counterpart.
Stochastic Approximations and Differential Inclusions
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Two-Timescale Asymptotic Simulations of Hybrid Inclusions with Applications to Stochastic Hybrid Optimization
The paper establishes convergence properties and sufficient conditions for two-timescale asymptotic simulations of hybrid inclusions and shows that a stochastic hybrid optimization algorithm asymptotically recovers its deterministic counterpart.