Constant Step Stochastic Approximations Involving Differential Inclusions: Stability, Long-Run Convergence and Applications

Pascal Bianchi, Walid Hachem, Adil Salim

We consider a Markov chain $(x_n)$ whose kernel is indexed by a scaling parameter $\gamma >0$, refered to as the step size. The aim is to analyze the behavior of the Markov chain in the…