This work analyzes the stochastic approximation algorithm with non-decaying gains as applied in time-varying problems. The setting is to minimize a sequence of scalar-valued loss functions $f_k(\cdot)$ at sampling times $\tau_k$ or to locate the root of a sequence of vector-valued functions $g_k(\cdot)$ at $\tau_k$ with respect to a parameter $\theta\in R^p$... (read more)

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