Asymptotic properties of a stochastic diffusion transfer process with an equilibrium point of a quality criterion

DOI10.1007/s10559-015-9756-3zbMath1322.93105OpenAlexW1179633440MaRDI QIDQ747317

D. Kharzeev

Publication date: 23 October 2015

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

Full work available at URL: https://doi.org/10.1007/s10559-015-9756-3

zbMATH Keywords

Markov processgenerator on a Banach spacestochastic approximation procedurestochastic diffusion equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Control/observation systems in abstract spaces (93C25)

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Cites Work

• A difference stochastic optimization procedure with impulse perturbation
• Diffusion Approximation with Equilibrium for Evolutionary Systems Switched by Semi-Markov Processes
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