Convergence of the stochastic approximation procedure in the asymptotically small diffusion scheme
1 Lviv polytechnic national university, Lviv, 79007, Ukraine
2 Department of Industrial Safety and Labor Protection, Lviv State University of Life Safety , Lviv , 79000, Ukraine
3 Department of Optimal Process Theory, Ivan Franko National University of Lviv, Lviv, 79000, Ukraine
Keywords:
small diffusion
Abstract
It has been estabhshed suffirent conditions for the convergence of a stochastic approximation procedure іп asymptotic small diffusion schema, using conditions of Lyapunov function, small parameter series and singular perturbation problem solution for uniformly ergodic Markov process.
Cite
- ACS Style
- Kiykovska, O.I.; Chabaniuk, Y.M. Convergence of the stochastic approximation procedure in the asymptotically small diffusion scheme. Bukovinian Mathematical Journal. 2018, 2
- AMA Style
- Kiykovska OI, Chabaniuk YM. Convergence of the stochastic approximation procedure in the asymptotically small diffusion scheme. Bukovinian Mathematical Journal. 2018; 2(2-3).
- Chicago/Turabian Style
- Olha Ihorivna Kiykovska, Yaroslav Mykhailovych Chabaniuk. 2018. "Convergence of the stochastic approximation procedure in the asymptotically small diffusion scheme". Bukovinian Mathematical Journal. 2 no. 2-3.
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