Discrete stochastic approximation procedure in the scheme of diffusion averaging

MaRDI QIDQ5954037zbMATH OpenFDO

Authors Ya. M. Chabanyuk

Publication date 30 January 2002

Published in Matematychni Studiï (Search for Journal in Brave)

zbMATH Keywords

diffusion averagingLyapunov functionMarkov processregression functionstochastic approximation

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Cited in

(7)

• Stochastic approximation procedure in an ergodic Markov environment.
• Procedure of stochastic approximation for the diffusion process with semi-Markov switchings
• Discrete stochastic procedure in Markov accidental environment
• Approximate discrete-time schemes for statistics of diffusion processes
• Continuous procedure of stochastic approximation in a semi-Markov medium
• Stochastic approximation procedure in diffusion approximation scheme with impulse perturbation under the condition of local balance
• Convergence of a jump procedure in a semi-Markov environment in diffusion-approximation scheme

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