Asymptotic Properties of a Stochastic Diffusion Transfer Process with an Equilibrium Point of a Quality Criterion Article First Online: 04 August 2015 DOI:
10.1007/s10559-015-9756-3 Cite this article as: Nikitin, A.V. Cybern Syst Anal (2015) 51: 650. doi:10.1007/s10559-015-9756-3 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.
Keywords stochastic diffusion equation generator on a Banach space Markov process stochastic approximation procedure
Translated from Kibernetika i Sistemnyi Analiz, No. 4, pp. 169–175, July–August, 2015.
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