Infinite dimensional regime-switching stochastic approximation algorithms

DOI10.1360/N012015-00366MaRDI QIDQ5063630zbMATH OpenOpenAlexFDO

Authors Quan Yuan, Gang Yin

Publication date 21 March 2022

Published in SCIENTIA SINICA Mathematica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1360/n012015-00366

zbMATH Keywords

Markov chainregime switching modelstochastic approximation

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic approximation (62L20)

Recommendations

• Regime Switching Stochastic Approximation Algorithms with Application to Adaptive Discrete Stochastic Optimization
• Adaptive stepsize selection for tracking in a regime-switching environment
• Procedure of stochastic approximation for the diffusion process with semi-Markov switchings
• Asynchronous stochastic approximation algorithms for networked systems: regime-switching topologies and multiscale structure
• Continuous stochastic approximation with semi-Markov switchings in the diffusion approximation scheme

Cited in

(3)

• Asynchronous stochastic approximation algorithms for networked systems: regime-switching topologies and multiscale structure
• Regime Switching Stochastic Approximation Algorithms with Application to Adaptive Discrete Stochastic Optimization
• Change-point monitoring for online stochastic approximations

This page was built for publication: Infinite dimensional regime-switching stochastic approximation algorithms

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5063630)