SOME ASPECTS REGARDING TECHNIQUES OF STOCHASTIC APPROXIMATION IN SYSTEMS ANALYSIS. A SURVEY
Keywords:
Control processes, Diffusion processes, Stochastic approximation processes, Stochastic differential equations, Stand-by systems.Abstract
As it is known the stochastic-approximation procedures require very little prior knowledge of the process and achieve reasonably good results. For this reason such methods work satisfactorily in various applications. Many and very important results are obtained, in particular, by Gnedenko, Solovyev, Venter and Gastwirth. In this paper we refer to some aspects regarding to the problem of the increase of the effectiveness of stand-by systems as a way in which the stochastic-approximation techniques can be applied in practice. Also some aspects concerning the stochastic-approximation plan will be discussed.
Downloads
References
Da Prato, G. and Zabczyk J. (1992). Stochastic Equations in Infinite
Dimensions. Cambridge University Press.
Da Prato G. (1998). Stochastic evolution equations by semigroup methods.
Quaderns 11, C.R.M..
Gihman, I. I. and Skorohod, A. V. (1972). Stochastic Differential Equations,
Spriger-Verlag, Berlin.
