Continuous procedure of stochastic approximation in a semi-Markov medium

DOI10.1007/S11253-005-0015-ZMaRDI QIDQ5693771zbMATH OpenOpenAlexFDO

Authors Ya. M. Chabanyuk

Publication date 28 September 2005

Published in Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11253-005-0015-z

zbMATH Keywords

Lyapunov function methodaveraging system

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Recommendations

• Stochastic approximation procedure in an ergodic Markov environment.
• scientific article; zbMATH DE number 5025892
• Continuous stochastic approximation with semi-Markov switchings in the diffusion approximation scheme
• Discrete stochastic approximation procedure in the scheme of diffusion averaging
• Procedure of stochastic approximation for the diffusion process with semi-Markov switchings

Cited in

(9)

• Discrete stochastic procedure in Markov accidental environment
• Stochastic approximation procedure in semi-Markov environment applied to alcohol consumption model
• Procedure of stochastic approximation for the diffusion process with semi-Markov switchings
• Asymptotics of normalized control with Markov switchings
• scientific article; zbMATH DE number 5025892 (Why is no real title available?)
• Stochastic approximation procedure in an ergodic Markov environment.
• Convergence of one-dimensional stochastic optimization procedures in semi-Markov environments
• Continuous stochastic approximation with semi-Markov switchings in the diffusion approximation scheme
• Convergence of a jump procedure in a semi-Markov environment in diffusion-approximation scheme

This page was built for publication: Continuous procedure of stochastic approximation in a semi-Markov medium

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5693771)