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Avtomatika i Telemekhanika, 1983, Issue 1, Pages 101–112 (Mi at5052)  
Adaptive Systems

Approximation of solution of essentially monstationary stochastic extremal problems in continuous time. II. Convergence of algorithms

V. Ya. Katkovnik, O. Yu. Kulchitskii, V. E. Kheisin

Leningrad
Full-text PDF (1748 kB)
Abstract: A procedure is described of investigating the convergence of algorithms which follow the parametric paths of essentially nonstationary extremum drifts in stochastic problems. Examples of ways to generate algorithms and advice on choice of their parameters are given.

Received: 07.08.1981
Bibliographic databases:
Document Type: Article
UDC: 62-506:518.5
Language: Russian
Citation: V. Ya. Katkovnik, O. Yu. Kulchitskii, V. E. Kheisin, “Approximation of solution of essentially monstationary stochastic extremal problems in continuous time. II. Convergence of algorithms”, Avtomat. i Telemekh., 1983, no. 1, 101–112; Autom. Remote Control, 44:1 (1983), 81–90
Citation in format AMSBIB
\Bibitem{KatKulKhe83}
\by V.~Ya.~Katkovnik, O.~Yu.~Kulchitskii, V.~E.~Kheisin
\paper Approximation of solution of essentially monstationary stochastic extremal problems in continuous time.~II. Convergence of algorithms
\jour Avtomat. i Telemekh.
\yr 1983
\issue 1
\pages 101--112
\mathnet{http://mi.mathnet.ru/at5052}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=714595}
\transl
\jour Autom. Remote Control
\yr 1983
\vol 44
\issue 1
\pages 81--90
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