Asymptotics of normalized control with Markov switchings

DOI10.1007/s11253-017-1291-0zbMath1499.60201OpenAlexW2583136942MaRDI QIDQ1729534

U. T. Khimka, A. V. Nikitin

Publication date: 27 February 2019

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

Full work available at URL: https://doi.org/10.1007/s11253-017-1291-0

zbMATH Keywords

controlasymptotic normalityMarkov switchingsprocess of transfer of Markov perturbations

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic systems in control theory (general) (93E03)

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Cites Work

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• Continuous procedure of stochastic approximation in a semi-Markov medium