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

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