Continuous procedure of stochastic approximation with singular perturbation under balance conditions |
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Authors: | Ya M Chabanyuk |
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Affiliation: | (1) National University “L’vivs’ka Politekhnika”, L’viv, Ukraine |
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Abstract: | Sufficient conditions for the convergence of a continuous stochastic approximation procedure are established for the case
where the regression function depends on a Markovian environment and has a singular perturbation that satisfies balance conditions.
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Translated from Kibernetika i Sistemnyi Analiz, No. 3, pp. 133–139, May–June 2006. |
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Keywords: | stochastic approximation Markov process balance conditions |
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