Fluctuations of a stochastic approximation procedure with diffusion perturbation

DOI10.1007/S10559-009-9144-YMaRDI QIDQ844374zbMATH OpenOpenAlexFDO

Authors S. A. Semenyuk

Publication date 19 January 2010

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

Full work available at URL https://doi.org/10.1007/s10559-009-9144-y

zbMATH Keywords

Markov processfluctuationstochastic approximation procedurediffusion perturbation

Mathematics Subject Classification ID

Stochastic approximation (62L20) Renewal theory (60K05)

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• scientific article; zbMATH DE number 3994824

Cites work

• scientific article; zbMATH DE number 53271 (Why is no real title available?)
• Continuous procedure of stochastic approximation with singular perturbation under balance conditions

Cited in

(2)

• Fluctuations of a stochastic system under an asymptotic diffusive perturbation
• Fluctuations of stochastic optimization procedure in diffusion approximation scheme

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