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Cybernetics And Systems Analysis
International Theoretical Science Journal
UDC 519.7
Khimka U.T., Chabanyuk Y.M.

A DIFFERENCE STOCHASTIC OPTIMIZATION PROCEDURE WITH IMPULSE PERTURBATION

Abstract. Sufficient conditions are obtained for the convergence of a difference stochastic optimization procedure with impulse perturbations in the Markov environment in terms of the exponential stability of the averaged system and a smooth regression function source system. To this end, an asymptotic representation of the perturbed procedure generator is obtained.

Keywords: stochastic optimization procedure, Markov process, impulse perturbation.



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Химка Ульяна Теодоровна,
ассистентка кафедры Национального университета «Львівська політехніка»,
e-mail: ulyana.himka@gmail.com.

Чабанюк Ярослав Михайлович,
доктор физ.-мат. наук, профессор Национального университета «Львівська політехніка»,
e-mail: yaroslav_chab@yahoo.com.

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