Regime Switching Stochastic Approximation Algorithms with Application to Adaptive Discrete Stochastic Optimization (Q4651989)
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scientific article; zbMATH DE number 2138038
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regime Switching Stochastic Approximation Algorithms with Application to Adaptive Discrete Stochastic Optimization |
scientific article; zbMATH DE number 2138038 |
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Regime Switching Stochastic Approximation Algorithms with Application to Adaptive Discrete Stochastic Optimization (English)
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23 February 2005
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stochastic approximation
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Markovian parameter
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time-varying parameter
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regime switching model
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tracking
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regime switching ODEs
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switching diffusion
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