Stochastic Approximation in a Markovian Framework Revisited: Lipschitz Continuity of the Poisson Equation

Algo Carè, Balázs Csanád Csáji, Balázs Gerencsér +2

In this paper we revisit a fundamental technical issue within the theory of stochastic approximation (SA) in a Markovian framework, first proposed in the book by Djereveckii and Fr…