Stability of stochastic systems in the diffusion-approximation scheme

DOI10.1007/BF02514687zbMath0934.93069MaRDI QIDQ4705261

Vladimir S. Korolyuk

Publication date: 19 December 1999

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

zbMATH Keywords

exponential stabilitydynamical systemsingular perturbation problemMarkov switchingdiffusion system

Mathematics Subject Classification ID

Time-scale analysis and singular perturbations in control/observation systems (93C70) Stochastic stability in control theory (93E15) Diffusion processes (60J60)

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Continuous procedure of stochastic approximation with singular perturbation under balance conditions ⋮ Asymptotic dissipativity of the diffusion process in the asymptotic small diffusion scheme ⋮ Stochastic approximation procedure in semi-Markov environment applied to alcohol consumption model ⋮ Continuous stochastic optimization with semi-Markov switchings in the diffusion approximation scheme ⋮ Average and diffusion approximation of stochastic evolutionary systems in an asymptotic split state space ⋮ Continuous stochastic approximation with semi-Markov switchings in the diffusion approximation scheme ⋮ Fluctuations of a stochastic system under an asymptotic diffusive perturbation ⋮ Procedure of stochastic approximation for the diffusion process with semi-Markov switchings

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