SOME ASPECTS REGARDING TECHNIQUES OF STOCHASTIC APPROXIMATION IN SYSTEMS ANALYSIS. A SURVEY

  • Gabriel V. Orman Department of Mathematical Analysis and Probability Transylvania University of Brasov, Brasov - 500091, Romania
  • Irinel Radomir Department of Mathematical Analysis and Probability Transylvania University of Brasov, Brasov - 500091, Romania
Keywords: Control processes, Diffusion processes, Stochastic approximation processes, Stochastic differential equations, Stand-by systems

Abstract

As it is known the stochastic-approximation procedures require very little prior knowledge of the process and achieve reasonably good results. For this reason such methods work satisfactorily in various applications. Many and very important results are obtained, in particular, by Gnedenko, Solovyev, Venter and Gastwirth. In this paper we refer to some aspects regarding to the problem of the increase of the effectiveness of stand-by systems as a way in which the stochastic-approximation techniques can be applied in practice. Also some aspects concerning the stochastic-approximation plan will be discussed.

 

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Published
2012-02-13
Section
Articles