Cover Image

Procedure of stochastic approximation for the diffusion process with semi-Markov switchings

Saved in:

Bibliographic Details
Date:	2018
Main Authors:	Ya. Chabaniuk, V. Rosa
Format:	Article
Language:	English
Published:	2018
Series:	Ukrainian Mathematical Journal
Online Access:	http://jnas.nbuv.gov.ua/article/UJRN-0000936068
Tags:	Add Tag No Tags, Be the first to tag this record!
Journal Title:	Library portal of National Academy of Sciences of Ukraine \| LibNAS

Institution

Library portal of National Academy of Sciences of Ukraine | LibNAS

Similar Items

Procedure of stochastic approximation for the diffusion process with semi-Markov switchings
by: Rosa, V., et al.
Published: (2018)

Diffusion Approximation with Equilibrium for Evolutionary Systems Switched by Semi-Markov Processes
by: Korolyuk, V.S., et al.
Published: (2005)

Diffusion Approximation with Equilibrium for Evolutionary Systems Switched by Semi-Markov Processes
by: Korolyuk, V. S., et al.
Published: (2005)

Stochastic optimization procedure for testing model in semi-Markov environment
by: V. R. Kukurba, et al.
Published: (2014)

Continuous procedure of stochastic approximation in a semi-Markov medium
by: Chabanyuk, Ya. M., et al.
Published: (2004)

Stochastic optimization with semi-Markov switching and impulsive perturbations
by: V. R. Kukurba
Published: (2013)

Stability of a dynamical system with semi-Markov switchings under conditions of diffusion approximation
by: Chabanyuk, Ya. M., et al.
Published: (2007)

Asymptotic normality of a discrete procedure of stochastic approximation in a semi-Markov medium
by: Chabanyuk, Ya. M., et al.
Published: (2006)

Stochastic approximation procedure with impulsive Markov perturbations
by: Chabanyuk, Ya.M., et al.
Published: (2011)

Asymptotic normality of fluctuations of the procedure of stochastic approximation with diffusive perturbation in a Markov medium
by: Chabanyuk, Ya. M., et al.
Published: (2006)

Stability of semi-Markov risk processes in schemes of averaging and diffusion approximation
by: Goncharova, S. Ya., et al.
Published: (1999)

Diffusion approximation of stochastic Markov models with persistent regression
by: Koroliuk, D., et al.
Published: (1995)

Diffusion approximation of stochastic Markov models with persistent regression
by: Koroliuk, D., et al.
Published: (1995)

Asymptotic behavior of jumping stochastic procedure in the diffusion approximation scheme
by: P. P. Horun
Published: (2014)

Stability of stochastic systems of random structure with markov switchings and perturbations
by: T. O. Lukashiv, et al.
Published: (2017)

Optimal control in diffusion stochastic nonlinear functional-differential Ito equations with Markov parameters and external markovian switching
by: V. K. Jasinskij, et al.
Published: (2016)

Stability of a Dynamical System with Semi-Markov Switchings under Conditions of Stability of the Averaged System
by: Korolyuk, V. S., et al.
Published: (2002)

Synthesis of optimal control of stochastic dynamical systems of random structure with Markov switchings
by: A. Das, et al.
Published: (2017)

Convergence of a semi-Markov process and an accompanying
by: Malik, V. F., et al.
Published: (2010)

On the rate of convergence of stochastic approximation procedures
by: Koval, V. A., et al.
Published: (1994)

A limit theorem for semi-Markov process
by: Bondarenko, A.
Published: (2007)

Markov chains with discrete intervention of accident forming a semi-Markov process
by: Yezhоv, I. I., et al.
Published: (1966)

On Some Consequences of the Equation for the Markov Renewal Function of a Semi-Markov Process
by: Bondarenko, G. I., et al.
Published: (2004)

Asymptotics of normalized control with Markov switchings
by: A. V. Nikitin, et al.
Published: (2016)

Asymptotics of normalized control with Markov switchings
by: Nikitin, A. V., et al.
Published: (2016)

Measure-Valued Markov Processes and Stochastic Flows
by: Dorogovtsev, A. A., et al.
Published: (2002)

Stochastic Systems with Averaging in the Scheme of Diffusion Approximation
by: Korolyuk, V. S., et al.
Published: (2005)

Stability of stochastic systems in the diffusion-approximation scheme
by: Korolyuk, V. S., et al.
Published: (1998)

Asymptotic dissipativity for merged stochastic evolutionary systems with markov switchings and impulse perturbations under conditions of Levy aproximations
by: I. V. Samoilenko, et al.
Published: (2020)

Asymptotics of control problem for the diffusion process in Markov environment
by: Ja. M. Chabanjuk, et al.
Published: (2020)

Weak convergence of first-rare-event times for semi-Markov processes
by: Drozdenko, M.
Published: (2007)

Assessment and optimal policies of semi-continuous killed Markov decision processes
by: P. R. Shpak, et al.
Published: (2016)

A semi-Markov model of inventory control
by: P. S. Knopov, et al.
Published: (2016)

The distribution of random motion in semi-Markov media
by: A. Pogorui
Published: (2012)

Peculiarities of construction and analysis of the information warfare model at markov switchings and impulse perturbations under Levy approximation conditions
by: I. V. Samoilenko, et al.
Published: (2021)

Asymptotic Dissipativity of Lorenz model with Markov Switching for the City Development
by: Kinash, A.V., et al.
Published: (2016)

Asymptotic Dissipativity of Lorenz model with Markov Switching for the City Development
by: A. V. Kinash, et al.
Published: (2016)

Asymptotic expansion of a semi-Markov random evolution
by: Samoilenko, I. V., et al.
Published: (2006)

Asymptotic Dissipativity of Lorenz model with Markov Switching for the City Development
by: Кінаш, Анастасія Володимирівна, et al.
Published: (2016)

The distribution of random evolution in Erlang semi-Markov media
by: A. Pogorui
Published: (2011)