Continuous procedure of stochastic approximation in a semi-Markov medium
Using the Lyapunov function for an averaged system, we establish conditions for the convergence of the procedure of stochastic approximation $$du(t)=a(t)[C(u(t),x(t))dt+σ(u(t))dw(t)]$$ in a random semi-Markov medium described by an ergodic semi-Markov process $x(t)$.
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| Date: | 2004 |
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| Main Authors: | , |
| Format: | Article |
| Language: | Ukrainian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
2004
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/3792 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
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