Convergence of stochastic approximation procedure in asymptotic small diffusion schema

MaRDI QIDQ2850887zbMATH OpenFDO

Authors O. I. Kijkovs'ka, Ya. M. Chabanyuk

Publication date 1 October 2013

Published in Naukovyĭ Visnyk Chernivets'kogo Universytetu. Matematyka (Search for Journal in Brave)

zbMATH Keywords

asymptotic schemaLyapunov functionMarkov processsmall diffusionstochastic approximation procedure

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Stochastic systems in control theory (general) (93E03)

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Cited in

(3)

• Stability and convergence of stochastic approximation procedures under Markovian structural perturbations
• scientific article; zbMATH DE number 4211173 (Why is no real title available?)
• Stochastic approximation procedure in diffusion approximation scheme with impulse perturbation under the condition of local balance

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