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
收藏
页码：862 / 872
页数：10
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