Pages that link to "Item:Q4651989"
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The following pages link to Regime Switching Stochastic Approximation Algorithms with Application to Adaptive Discrete Stochastic Optimization (Q4651989):
Displayed 33 items.
- Sign-error adaptive filtering algorithms involving Markovian parameters (Q256310) (← links)
- Information diffusion in social sensing (Q330313) (← links)
- System identification: regime switching, unmodeled dynamics, and binary sensors (Q419930) (← links)
- Asymptotic properties of hybrid random processes modulated by Markov chains (Q419985) (← links)
- Invariant density, Lyapunov exponent, and almost sure stability of Markovian-regime-switching linear systems (Q545451) (← links)
- Asymptotically optimal dividend policy for regime-switching compound Poisson models (Q601938) (← links)
- Change-point monitoring for online stochastic approximations (Q608474) (← links)
- Optimal control of the risk process in a regime-switching environment (Q642895) (← links)
- Networks of biosensors: decentralized activation and social learning (Q693689) (← links)
- Controllability and adaptation of linear time-invariant systems under irregular and Markovian sampling (Q901178) (← links)
- Balanced realizations of regime-switching linear systems (Q998619) (← links)
- How does a stochastic optimization/approximation algorithm adapt to a randomly evolving optimum/root with jump Markov sample paths (Q1016349) (← links)
- Tracking and identification of regime-switching systems using binary sensors (Q1023359) (← links)
- Ergodic risk-sensitive control for regime-switching diffusions (Q2107637) (← links)
- Existence, uniqueness and exponential ergodicity under Lyapunov conditions for McKean-Vlasov SDEs with Markovian switching (Q2172465) (← links)
- Commuting birth-and-death processes (Q2268727) (← links)
- Asymptotic properties of consensus-type algorithms for networked systems with regime-switching topologies (Q2276105) (← links)
- On laws of large numbers for systems with mean-field interactions and Markovian switching (Q2289785) (← links)
- Non-asymptotic error bounds for constant stepsize stochastic approximation for tracking mobile agents (Q2334631) (← links)
- Stability of regime-switching diffusions (Q2372463) (← links)
- Regularity and recurrence of switching diffusions (Q2461353) (← links)
- Adaptive stepsize selection for tracking in a regime-switching environment (Q2470042) (← links)
- On the monotonicity property of the generalized eigenvalue for weakly-coupled cooperative elliptic systems (Q2683719) (← links)
- Persistent tracking and identification of regime-switching systems with structural uncertainties: unmodeled dynamics, observation bias, and nonlinear model mismatch (Q2857514) (← links)
- Stability and stochastic stabilization of numerical solutions of regime-switching jump diffusion systems (Q2868935) (← links)
- A numerical method for annuity-purchasing decision making to minimize the probability of financial ruin for regime-switching wealth models (Q2995514) (← links)
- Asymptotic properties of Markov-modulated random sequences with fast and slow timescales (Q3080996) (← links)
- Weak convergence of Markov-modulated random sequences (Q3080998) (← links)
- Stability of random-switching systems of differential equations (Q3632486) (← links)
- Switching diffusions with mean-field interactions: limit results, maximum principle, and non-Markov systems (Q4989154) (← links)
- (Q4999096) (← links)
- A stochastic maximum principle for switching diffusions using conditional mean-fields with applications to control problems (Q5126412) (← links)
- Asymptotic optimality for consensus-type stochastic approximation algorithms using iterate averaging (Q5399296) (← links)