Weak convergence of dynamical systems in two timescales
Article Type
Research Article
Publication Title
Systems and Control Letters
Abstract
Dynamical systems driven by two or multi-timescales arise in systems science, natural and social sciences quite naturally. Work done by Vivek S. Borkar (1997) on stochastic approximation driven by two timescales and later by others pave the pathway for wide applications of such systems. In this article we provide weak convergence of such systems for the linear case.
DOI
10.1016/j.sysconle.2020.104718
Publication Date
8-1-2020
Recommended Citation
Basak, Gopal K. and Dasgupta, Amites, "Weak convergence of dynamical systems in two timescales" (2020). Journal Articles. 189.
https://digitalcommons.isical.ac.in/journal-articles/189