Asymptotic Analyses for Complex Evolutionary Systems with Markov and Semi‐Markov Switching Using Approximation Schemes

DOI10.1002/9781119779759MaRDI QIDQ5140571zbMATH OpenOpenAlexFDO

Authors A. V. Nikitin, Uliana Khimka, Ya. M. Chabanyuk

Publication date 16 December 2020

Full work available at URL https://doi.org/10.1002/9781119779759

zbMATH Keywords

continuous optimizationjumping stochastic approximationsstochastic evolutionary modelsstochastic stability

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Processes with independent increments; Lévy processes (60G51) Diffusion processes (60J60) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) Stochastic stability in control theory (93E15) Optimal stochastic control (93E20)

Recommendations

• Diffusion Approximation with Equilibrium for Evolutionary Systems Switched by Semi-Markov Processes
• Semi-Markov random evolutions with Markov switchings
• Stability of a dynamical system with semi-Markov switchings under conditions of diffusion approximation
• Dynamic system evolution and Markov chain approximation
• Random evolution in a scheme of asymptotically small diffusion with Markov switchings
• Asymptotic stability in the distribution of nonlinear stochastic systems with semi-Markovian switching
• Asymptotic behavior of nonhomogeneous semi-Markov systems
• Asymptotic dissipativity for merged stochastic evolutionary systems with Markov switchings and impulse perturbations under conditions of Lévy approximation
• Asymptotic behaviors of stochastic periodic differential equation with Markovian switching

Cited in

(7)

• Averaging in the control problem for the diffusion transfer process with semi-Markov switching
• Why Markov switching models work well: an explanation
• Threshold models for Lévy processes and approximate maximum likelihood estimation
• Stochastic evolutionary system with Markov-modulated Poisson perturbations in the averaging schema
• Stochastic evolution under Markov-modulated Poisson perturbation in the diffusion approximation scheme
• Estimating the parameters of a two-threshold Lévy process using the approximate maximum likelihood method
• Convergence in probability for the stochastic optimal control problem in the averaging scheme

This page was built for publication: Asymptotic Analyses for Complex Evolutionary Systems with Markov and Semi‐Markov Switching Using Approximation Schemes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5140571)