Asymptotic Behavior of a Modified Stochastic Optimization Procedure in an Averaging Scheme
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| 024 | 7 | 0 | |a 10.1007/s10559-015-9788-8 |2 doi |
| 035 | |a (NATIONALLICENCE)springer-10.1007/s10559-015-9788-8 | ||
| 245 | 0 | 0 | |a Asymptotic Behavior of a Modified Stochastic Optimization Procedure in an Averaging Scheme |h [Elektronische Daten] |c [P. Gorun, Y. Chabanyuk] |
| 520 | 3 | |a The asymptotic behavior of a modified discrete stochastic optimization procedure (SOP) in a Markov environment in an averaging scheme is investigated. Additional SOP optimization parameters are introduced and are used to investigate the behavior of fluctuations on increasing time intervals. The normalization-dependent form of the limit generator is established, and a modified discrete SOP is shown to be asymptotically normal when the introduced parameters assume certain values. | |
| 540 | |a Springer Science+Business Media New York, 2015 | ||
| 690 | 7 | |a Markov process |2 nationallicence | |
| 690 | 7 | |a stochastic optimization |2 nationallicence | |
| 690 | 7 | |a asymptotic behavior |2 nationallicence | |
| 690 | 7 | |a averaging scheme |2 nationallicence | |
| 700 | 1 | |a Gorun |D P. |u National university "Lviv Polytechnic,”, Lviv, Ukraine |4 aut | |
| 700 | 1 | |a Chabanyuk |D Y. |u Lviv State University of Life Safety, Lviv, Ukraine |4 aut | |
| 773 | 0 | |t Cybernetics and Systems Analysis |d Springer US; http://www.springer-ny.com |g 51/6(2015-11-01), 956-964 |x 1060-0396 |q 51:6<956 |1 2015 |2 51 |o 10559 | |
| 856 | 4 | 0 | |u https://doi.org/10.1007/s10559-015-9788-8 |q text/html |z Onlinezugriff via DOI |
| 898 | |a BK010053 |b XK010053 |c XK010000 | ||
| 900 | 7 | |a Metadata rights reserved |b Springer special CC-BY-NC licence |2 nationallicence | |
| 908 | |D 1 |a research-article |2 jats | ||
| 949 | |B NATIONALLICENCE |F NATIONALLICENCE |b NL-springer | ||
| 950 | |B NATIONALLICENCE |P 856 |E 40 |u https://doi.org/10.1007/s10559-015-9788-8 |q text/html |z Onlinezugriff via DOI | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Gorun |D P. |u National university "Lviv Polytechnic,”, Lviv, Ukraine |4 aut | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Chabanyuk |D Y. |u Lviv State University of Life Safety, Lviv, Ukraine |4 aut | ||
| 950 | |B NATIONALLICENCE |P 773 |E 0- |t Cybernetics and Systems Analysis |d Springer US; http://www.springer-ny.com |g 51/6(2015-11-01), 956-964 |x 1060-0396 |q 51:6<956 |1 2015 |2 51 |o 10559 | ||