Stochastic approximation procedure with impulsive Markov perturbations
In this paper we discuss asymptotic behavior of the stochastic approximation procedure in case when the regression function is perturbed by the Markov impulsive process. Also we consider the stochastic approximation procedure stability conditions in the terms of existence of Lyapunov's function...
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| Published in: | Математичне та комп'ютерне моделювання. Серія: Фізико-математичні науки |
|---|---|
| Date: | 2011 |
| ISSN: | XXXX-0059 |
| Main Authors: | Chabanyuk, Ya.M., Semenyuk, S.A. |
| Format: | Article |
| Language: | English |
| Published: |
Інститут кібернетики ім. В.М. Глушкова НАН України
2011
|
| Online Access: | https://nasplib.isofts.kiev.ua/handle/123456789/48810 |
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| Journal Title: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Cite this: | Stochastic approximation procedure with impulsive Markov perturbations / Ya.M. Chabanyuk, S.A. Semenyuk // Математичне та комп'ютерне моделювання. Серія: Фізико-математичні науки: зб. наук. пр. — Кам’янець-Подільський: Кам'янець-Подільськ. нац. ун-т, 2011. — Вип. 5. — С. 244-252. — Бібліогр.: 11 назв. — англ. |
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