scientific article; zbMATH DE number 5025892

MaRDI QIDQ5467405zbMATH OpenFDO

Authors Ya. M. Chabanyuk

Publication date 24 May 2006

zbMATH Keywords

ergodic Markov processLyapunov function

Mathematics Subject Classification ID

Limit theorems in probability theory (60F99) Continuous-time Markov processes on general state spaces (60J25) Stochastic approximation (62L20) Approximation methods and heuristics in mathematical programming (90C59)

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Cited in

(12)

• Asymptotic normality of the continuous-time stochastic approximation algorithm
• Asymptotics of normalized control with Markov switchings
• Stochastic approximation procedure in an ergodic Markov environment.
• Continuous procedure of stochastic approximation with singular perturbation under balance conditions
• Asymptotic behavior of a modified stochastic optimization procedure in an averaging scheme
• Stability and convergence of stochastic approximation procedures under Markovian structural perturbations
• Asymptotic normality of a discrete procedure of stochastic approximation in a semi-Markov medium
• Asymptotic normality of fluctuations of the procedure of stochastic approximation with diffusive perturbation in a Markov medium
• Asymptotic normality of jumping procedure of stochastic approximation in a Markov environment
• Continuous-time stochastic approximation: Convergence and asymptotic efficiency
• The asymptotic normality of the continuous procedure of a stochastic approximation in a semi-Markov space
• Continuous procedure of stochastic approximation in a semi-Markov medium

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