Continuous procedure of stochastic approximation in a semi-Markov medium

  • Ya. M. Chabanyuk

Abstract

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 $x(t)$.
Published
25.05.2004
How to Cite
ChabanyukY. M. “ Continuous Procedure of Stochastic Approximation in a Semi-Markov Medium”. Ukrains’kyi Matematychnyi Zhurnal, Vol. 56, no. 5, May 2004, pp. 713–720, https://umj.imath.kiev.ua/index.php/umj/article/view/3792.
Section
Short communications