Abstract

This talk will give an overview of old and new results and directions in stochastic approximation algorithms, broadly split into basic theory, variants, and applications. Central to all this will be the “o.d.e.” (for “Ordinary Differential Equations”) approach to their analysis.

Biography

Prof. Vivek S. Borkar is CSIR Bhatnagar Emeritus Fellow at Indian Institute of Technology Bombay. He obtained his B.Tech. (EE) from IIT Bombay, M.S. (Systems and Control) from Case Western Reserve Uni., and Ph.D. (EECS) from the Uni. of California, Berkeley, in 1976, ‘77, ‘80 resp. He has held positions in TIFR Centre and Indian Institute of Science, Bengaluru, and Tata Inst. of Fundamental Research and IIT Bombay in Mumbai. He is a Fellow of IEEE, AMS, TWAS and various science and engineering academies in India. He was awarded the S. S. Bhatnagar Prize in engineering sciences by the Government of India in 1992 and was an invited speaker at the International Congress of Mathematicians in Madrid in 2006. His research interests are in stochastic control and optimization, inclusive of theory, algorithms, and applications, particularly to communications.