Stochastic approximation procedure in semi-Markov environment applied to alcohol consumption model
Volume 47 / 2020
Applicationes Mathematicae 47 (2020), 45-57
MSC: Primary 60F05, 60J60, 60J70; Secondary 97A40.
DOI: 10.4064/am2382-9-2019
Published online: 11 May 2020
Abstract
In this paper, we consider a stochastic approximation procedure with semi-Markov switchings in an averaging scheme with a small parameter.