Stochastic stability of diffusions with semi-Markovian switching.
Henrik SchiølerJohn LethMaria SimonsenAbdul Rauf KhanPublished in: CDC (2015)
Keyphrases
- point processes
- brownian motion
- diffusion processes
- stochastic optimization
- stochastic process
- stochastic programming problems
- monte carlo
- learning automata
- stochastic model
- stochastic nature
- optimal control
- state space
- information systems
- database
- partial differential equations
- vector valued
- markov chain
- stochastic programming
- multiscale
- image processing
- learning algorithm