Fluctuations of a stochastic approximation procedure with diffusion perturbation

DOI10.1007/S10559-009-9144-YzbMath1190.62152OpenAlexW1992135970MaRDI QIDQ844374

S. A. Semenyuk

Publication date: 19 January 2010

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

Full work available at URL: https://doi.org/10.1007/s10559-009-9144-y

zbMATH Keywords

Markov processfluctuationstochastic approximation procedurediffusion perturbation

Mathematics Subject Classification ID

Stochastic approximation (62L20) Renewal theory (60K05)

Cites Work

• Continuous procedure of stochastic approximation with singular perturbation under balance conditions
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