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

DOI10.1007/S10559-013-9578-0zbMath1330.90060OpenAlexW2001594533MaRDI QIDQ466432

V. R. Kukurba, Yaroslav M. Chabanyuk

Publication date: 27 October 2014

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

Full work available at URL: https://doi.org/10.1007/s10559-013-9578-0

zbMATH Keywords

stochastic optimizationsemi-Markov process compensating operator

Mathematics Subject Classification ID

Stochastic programming (90C15) Markov and semi-Markov decision processes (90C40)

Cites Work

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• Continuous procedure of stochastic approximation with singular perturbation under balance conditions
• Fluctuation of stochastic systems with average equilibrium point
• Stability of stochastic systems in the diffusion-approximation scheme

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