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Suppose [Formula: see text] is a smooth function that is bounded from below. The classic stochastic approximation (SA) recursion used to identify a stationary point of [Formula: see text] is given by[Formula: see text]where [Formula: see text] and [Formula: see text] is a sequence of independent and identically distributed random fields defined on some filtered probability space [Formula: see text] such that [Formula: see text] almost surely (a.s.) for all [Formula: see text].
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Pasupathy et al. (2019) studied this question.
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