Continuous procedure of stochastic approximation with singular perturbation under balance conditions

DOI10.1007/S10559-006-0079-2zbMath1119.62077OpenAlexW1975356123MaRDI QIDQ2371711

Yaroslav M. Chabanyuk

Publication date: 5 July 2007

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

Full work available at URL: https://doi.org/10.1007/s10559-006-0079-2

zbMATH Keywords

stochastic approximationMarkov processbalance conditions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic approximation (62L20)

Related Items (6)

Fluctuations of a stochastic approximation procedure with diffusion perturbation ⋮ Random evolution in a scheme of asymptotically small diffusion with Markov switchings ⋮ A difference stochastic optimization procedure with impulse perturbation ⋮ Continuous stochastic optimization with semi-Markov switchings in the diffusion approximation scheme ⋮ Continuous stochastic approximation with semi-Markov switchings in the diffusion approximation scheme ⋮ Fluctuations of a stochastic system under an asymptotic diffusive perturbation

Cites Work

• Unnamed Item
• Unnamed Item
• Stability of stochastic systems in the diffusion-approximation scheme

This page was built for publication: Continuous procedure of stochastic approximation with singular perturbation under balance conditions