Stochastic approximation with 'controlled Markov' noise

Systems and Control Letters

Volumn 55, Issue 2, 2006, Pages 139-145

  Borkar, Vivek S ^a  

^a TATA INSTITUTE OF FUNDAMENTAL RESEARCH   (India)

Author keywords

Controlled Markov noise; Differential inclusions; Ergodic occupation measures; Invariant sets; Stochastic approximation

Indexed keywords

ALGORITHMS; APPROXIMATION THEORY; CONTROL THEORY; MARKOV PROCESSES; SPURIOUS SIGNAL NOISE; SYSTEM THEORY;

CONTROLLED MARKOV NOISE; DIFFERENTIAL INCLUSIONS; ERGODIC OCCUPATION MEASURES; INVARIANT SETS; STOCHASTIC APPROXIMATION;

STOCHASTIC PROGRAMMING;

EID: 28544451799     PISSN: 01676911     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.sysconle.2005.06.005     Document Type: Article

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