On the stability of some controlled Markov chains and its applications to stochastic approximation with Markovian dynamic
DOI10.1214/13-AAP953zbMath1317.65004arXiv1205.4181OpenAlexW3102716280WikidataQ109998344 ScholiaQ109998344MaRDI QIDQ2258523
Vladislav B. Tadić, Christophe Andrieu, Matti Vihola
Publication date: 26 February 2015
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1205.4181
stabilityRobbins-Monro stochastic approximationadaptive Markov chain Monte Carlo algorithmscontrolled Markov ChainLyaunov functionreccurent Markov Chain
Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Discrete-time Markov processes on general state spaces (60J05) Numerical analysis or methods applied to Markov chains (65C40)
Related Items (5)
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