Continuous procedure of stochastic approximation in a semi-Markov medium

DOI10.1007/S11253-005-0015-ZzbMath1075.60115OpenAlexW2091840658MaRDI QIDQ5693771

Yaroslav M. Chabanyuk

Publication date: 28 September 2005

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

Full work available at URL: https://doi.org/10.1007/s11253-005-0015-z

zbMATH Keywords

Lyapunov function methodaveraging system

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Related Items (5)

Stochastic approximation procedure in semi-Markov environment applied to alcohol consumption model ⋮ Asymptotics of normalized control with Markov switchings ⋮ Convergence of a jump procedure in a semi-Markov environment in diffusion-approximation scheme ⋮ Continuous stochastic approximation with semi-Markov switchings in the diffusion approximation scheme ⋮ Procedure of stochastic approximation for the diffusion process with semi-Markov switchings

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