Continuous stochastic optimization with semi-Markov switchings in the diffusion approximation scheme

DOI10.1007/S10559-013-9578-0zbMATH Open1330.90060OpenAlexW2001594533MaRDI QIDQ466432FDOQ466432

Authors: V. R. Kukurba, Ya. M. Chabanyuk 

Publication date: 27 October 2014

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10559-013-9578-0

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zbMATH Keywords

stochastic optimizationsemi-Markov process compensating operator

Mathematics Subject Classification ID

Stochastic programming (90C15) Markov and semi-Markov decision processes (90C40)

Cites Work

• Title not available (Why is that?)
• Fluctuation of stochastic systems with average equilibrium point
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• Stochastic systems in merging phase space.
• Stability of stochastic systems in the diffusion-approximation scheme
• Continuous procedure of stochastic approximation with singular perturbation under balance conditions
• Title not available (Why is that?)
• Convergence of one-dimensional stochastic optimization procedures in semi-Markov environments

Cited In (6)

• Procedure of stochastic approximation for the diffusion process with semi-Markov switchings
• A difference stochastic optimization procedure with impulse perturbation
• Fluctuations of stochastic optimization procedure in diffusion approximation scheme
• Convergence of one-dimensional stochastic optimization procedures in semi-Markov environments
• Continuous stochastic approximation with semi-Markov switchings in the diffusion approximation scheme
• Stochastic optimization procedure convergence with Markov switching in the averaging scheme

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