A difference stochastic optimization procedure with impulse perturbation
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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.
Keywordsstochastic optimization procedure Markov process impulse perturbation
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