Stability and convergence of stochastic approximation procedures under Markovian structural perturbations (Q2753269)
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scientific article; zbMATH DE number 1667818
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stability and convergence of stochastic approximation procedures under Markovian structural perturbations |
scientific article; zbMATH DE number 1667818 |
Statements
9 April 2002
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stability
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convergence
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approximation procedure
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Stability and convergence of stochastic approximation procedures under Markovian structural perturbations (English)
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A continuous stochastic approximation procedure that incorporates the effects of random structural changes in a system is, in this paper, a stochastic differential system perturbed by a step Markov process. The authors study the qualitative behavior of a solution of such a differential system, including various types of convergence and stability. The main ingredients are comparison theorems in the context of vector Lyapunov-like functions.
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