scientific article; zbMATH DE number 2015372

MaRDI QIDQ4438207zbMATH OpenFDO

Authors Jianyi Huang, Ioannis Kontoyiannis, Sean P. Meyn

Publication date 2002

Full work available at URL https://arxiv.org/abs/math/0209277

Mathematics Subject Classification ID

Random operators and equations (aspects of stochastic analysis) (60H25)

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(7)

• An application of Markov operators in differential and integral equations
• Revisiting the ODE method for recursive algorithms: fast convergence using quasi stochastic approximation
• Geometric ergodicity in a weighted Sobolev space
• Spectral gaps in Wasserstein distances and the 2D stochastic Navier-Stokes equations
• Theory of eigenvalues for periodic non-stationary Markov processes: the Kolmogorov operator and its applications
• Some limit properties of Markov chains induced by recursive stochastic algorithms
• The ODE method for asymptotic statistics in stochastic approximation and reinforcement learning

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