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Asymptotic Properties of a Stochastic Diffusion Transfer Process with an Equilibrium Point of a Quality Criterion

Abstract

Weak convergence conditions are obtained for a diffusion transfer process with Markov switchings and a control with an equilibrium point of quality criterion functions. A procedure is constructed for the stochastic approximation of such a point in a scheme of series.

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Author information

Correspondence to A. V. Nikitin.

Additional information

Translated from Kibernetika i Sistemnyi Analiz, No. 4, pp. 169–175, July–August, 2015.

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Nikitin, A.V. Asymptotic Properties of a Stochastic Diffusion Transfer Process with an Equilibrium Point of a Quality Criterion. Cybern Syst Anal 51, 650–656 (2015). https://doi.org/10.1007/s10559-015-9756-3

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Keywords

  • stochastic diffusion equation
  • generator on a Banach space
  • Markov process
  • stochastic approximation procedure