Asymptotic behaviour of stochastic optimization jumping procedure in averaging scheme

MaRDI QIDQ2850243zbMATH OpenFDO

Authors P. P. Gorun, Ya. M. Chabanyuk

Publication date 26 September 2013

Published in Visnyk. Seriya: Fizyko-Matematychni Nauky. Kyïvs'kyĭ Universytet Imeni Tarasa Shevchenka (Search for Journal in Brave)

zbMATH Keywords

asymptotic behaviorLyapunov functionstochastic optimization procedure

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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Cited in

(2)

• Asymptotic behavior of a modified stochastic optimization procedure in an averaging scheme
• Stochastic optimization procedure convergence with Markov switching in the averaging scheme

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