On the stability of some controlled Markov chains and its...

The Annals of Applied Probability 2015 / 02 Vol. 25; Iss. 1

On the stability of some controlled Markov chains and its applications to stochastic approximation with Markovian dynamic

Andrieu, Christophe, Tadić, Vladislav B., Vihola, Matti
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Volume:
25
Language:
english
Journal:
The Annals of Applied Probability
DOI:
10.1214/13-AAP953
Date:
February, 2015
File:
PDF, 416 KB
english, 2015
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