Stochastic approximation procedure in an ergodic Markov environment.

MaRDI QIDQ1887326zbMATH OpenFDO

Authors Ya. M. Chabanyuk

Publication date 24 November 2004

Published in Matematychni Studiï (Search for Journal in Brave)

zbMATH Keywords

stochastic approximation procedureergodic Markov process

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Recommendations

• scientific article; zbMATH DE number 5025892
• Discrete stochastic approximation procedure in the scheme of diffusion averaging
• Continuous procedure of stochastic approximation in a semi-Markov medium
• Continuous procedure of stochastic approximation with singular perturbation under balance conditions
• Continuous stochastic approximation with semi-Markov switchings in the diffusion approximation scheme

Cited in

(5)

• Discrete stochastic procedure in Markov accidental environment
• Random evolution in a scheme of asymptotically small diffusion with Markov switchings
• Continuous procedure of stochastic approximation in a semi-Markov medium
• Stochastic optimization procedure convergence with Markov switching in the averaging scheme
• Continuous procedure of stochastic approximation with singular perturbation under balance conditions

This page was built for publication: Stochastic approximation procedure in an ergodic Markov environment.

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1887326)