Continuous procedure of stochastic approximation in a semi-Markov medium

被引：0

作者：

Chabanyuk Ya.M. ^{[1
]}

机构：

[1] L'vivs'ka Politekhnika National University, Lviv

来源：

Ukrainian Mathematical Journal | 2004年 / 56卷 / 5期

关键词：

Lyapunov Function; Stochastic Approximation; Continuous Procedure;

D O I：

10.1007/s11253-005-0015-z

中图分类号：

学科分类号：

摘要：

Using the Lyapunov function for an averaged system, we establish conditions for the convergence of the procedure of stochastic approximation du(t) = (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). © 2004 Springer Science+Business Media, Inc.

引用

页码：862 / 872

页数：10

共 39 条

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[5] Stability of a dynamical system with semi-Markov switchings under conditions of diffusion approximation
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