Continuous stochastic approximation with semi-Markov switchings in the diffusion approximation scheme

DOI10.1007/S10559-007-0086-YzbMath1146.62064OpenAlexW4205635494MaRDI QIDQ2480508

Yaroslav M. Chabanyuk

Publication date: 31 March 2008

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

Full work available at URL: https://doi.org/10.1007/s10559-007-0086-y

zbMATH Keywords

semi-Markov processcompensating operator

Mathematics Subject Classification ID

Stochastic approximation (62L20) Markov renewal processes, semi-Markov processes (60K15)

Related Items (2)

Stochastic approximation procedure in semi-Markov environment applied to alcohol consumption model ⋮ Procedure of stochastic approximation for the diffusion process with semi-Markov switchings

Cites Work

• Continuous procedure of stochastic approximation with singular perturbation under balance conditions
• Stability of stochastic systems in the diffusion-approximation scheme
• Continuous procedure of stochastic approximation in a semi-Markov medium
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