Ergodicity of Regime-Switching Functional Diffusions with Infinite Delay and Application to a Numerical Algorithm for Stochastic Optimization

Ergodicity of Regime-Switching Functional Diffusions with Infinite Delay and Application to a Numerical Algorithm for Stochastic Optimization

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Veröffentlicht in:SIAM journal on control and optimization 2022-10, Vol.60 (5), p.2658-2683
Hauptverfasser: Shi, Banban, Wang, Ya, Wu, Fuke
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container_title SIAM journal on control and optimization
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Wang, Ya
Wu, Fuke
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title Ergodicity of Regime-Switching Functional Diffusions with Infinite Delay and Application to a Numerical Algorithm for Stochastic Optimization
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