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Cybernetics and Systems Analysis

, Volume 49, Issue 5, pp 768–773 | Cite as

A difference stochastic optimization procedure with impulse perturbation

  • U. T. Khimka
  • Ya. M. Chabanyuk
Article

Abstract

The sufficient conditions are obtained for the convergence of the difference stochastic optimization procedure with impulse perturbations in a Markov environment under the conditions of exponential stability of the averaged system and smooth regression function of the 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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Copyright information

© Springer Science+Business Media New York 2013

Authors and Affiliations

  1. 1.National University “Lviv Polytechnic”LvivUkraine

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