Convergence of a jump procedure in a semi-Markov environment in diffusion-approximation scheme

DOI10.1007/S10559-007-0111-1zbMath1255.60159OpenAlexW2092531799MaRDI QIDQ941200

Yaroslav M. Chabanyuk

Publication date: 4 September 2008

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

Full work available at URL: https://doi.org/10.1007/s10559-007-0111-1

zbMATH Keywords

stochastic approximationsemi-Markov processcompensating operator

Mathematics Subject Classification ID

Stochastic approximation (62L20) Markov renewal processes, semi-Markov processes (60K15)

Related Items (2)

Stochastic approximation procedure in semi-Markov environment applied to alcohol consumption model ⋮ Procedure of stochastic approximation for the diffusion process with semi-Markov switchings

Cites Work

• Continuous procedure of stochastic approximation in a semi-Markov medium
• Discrete stochastic approximation procedure in the scheme of diffusion averaging
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