Matches in SemOpenAlex for { <https://semopenalex.org/work/W2611838891> ?p ?o ?g. }
Showing items 1 to 77 of
77
with 100 items per page.
- W2611838891 abstract "In this paper, we study deterministic limits of Markov processes having discontinuous drifts. While most results assume that the limiting dynamics is continuous, we show that these conditions are not necessary to prove convergence to a deterministic system. More precisely, we show that under mild assumptions, the stochastic system is a stochastic approximation algorithm with constant step size that converges to a differential inclusion. This differential inclusion is obtained by convexifying the rescaled drift of the Markov chain. This generic convergence result is used to compute stability conditions of stochastic systems, via their fluid limits. It is also used to analyze systems where discontinuous dynamics arise naturally, such as queueing systems with boundary conditions or with threshold control policies, via mean field approximations." @default.
- W2611838891 created "2017-05-12" @default.
- W2611838891 creator A5052639125 @default.
- W2611838891 creator A5073088518 @default.
- W2611838891 date "2011-04-01" @default.
- W2611838891 modified "2023-09-25" @default.
- W2611838891 title "Markov chains with discontinuous drifts have differential inclusions limits. Application to stochastic stability and mean field approximation." @default.
- W2611838891 hasPublicationYear "2011" @default.
- W2611838891 type Work @default.
- W2611838891 sameAs 2611838891 @default.
- W2611838891 citedByCount "0" @default.
- W2611838891 crossrefType "journal-article" @default.
- W2611838891 hasAuthorship W2611838891A5052639125 @default.
- W2611838891 hasAuthorship W2611838891A5073088518 @default.
- W2611838891 hasConcept C105795698 @default.
- W2611838891 hasConcept C112972136 @default.
- W2611838891 hasConcept C119857082 @default.
- W2611838891 hasConcept C126255220 @default.
- W2611838891 hasConcept C159886148 @default.
- W2611838891 hasConcept C160403385 @default.
- W2611838891 hasConcept C162324750 @default.
- W2611838891 hasConcept C199360897 @default.
- W2611838891 hasConcept C22684755 @default.
- W2611838891 hasConcept C2777303404 @default.
- W2611838891 hasConcept C28826006 @default.
- W2611838891 hasConcept C33923547 @default.
- W2611838891 hasConcept C41008148 @default.
- W2611838891 hasConcept C50522688 @default.
- W2611838891 hasConcept C51955184 @default.
- W2611838891 hasConcept C57945734 @default.
- W2611838891 hasConcept C70834904 @default.
- W2611838891 hasConcept C98763669 @default.
- W2611838891 hasConceptScore W2611838891C105795698 @default.
- W2611838891 hasConceptScore W2611838891C112972136 @default.
- W2611838891 hasConceptScore W2611838891C119857082 @default.
- W2611838891 hasConceptScore W2611838891C126255220 @default.
- W2611838891 hasConceptScore W2611838891C159886148 @default.
- W2611838891 hasConceptScore W2611838891C160403385 @default.
- W2611838891 hasConceptScore W2611838891C162324750 @default.
- W2611838891 hasConceptScore W2611838891C199360897 @default.
- W2611838891 hasConceptScore W2611838891C22684755 @default.
- W2611838891 hasConceptScore W2611838891C2777303404 @default.
- W2611838891 hasConceptScore W2611838891C28826006 @default.
- W2611838891 hasConceptScore W2611838891C33923547 @default.
- W2611838891 hasConceptScore W2611838891C41008148 @default.
- W2611838891 hasConceptScore W2611838891C50522688 @default.
- W2611838891 hasConceptScore W2611838891C51955184 @default.
- W2611838891 hasConceptScore W2611838891C57945734 @default.
- W2611838891 hasConceptScore W2611838891C70834904 @default.
- W2611838891 hasConceptScore W2611838891C98763669 @default.
- W2611838891 hasLocation W26118388911 @default.
- W2611838891 hasOpenAccess W2611838891 @default.
- W2611838891 hasPrimaryLocation W26118388911 @default.
- W2611838891 hasRelatedWork W1562390618 @default.
- W2611838891 hasRelatedWork W1567666616 @default.
- W2611838891 hasRelatedWork W189408350 @default.
- W2611838891 hasRelatedWork W1964092941 @default.
- W2611838891 hasRelatedWork W1995185910 @default.
- W2611838891 hasRelatedWork W2003931210 @default.
- W2611838891 hasRelatedWork W2023270575 @default.
- W2611838891 hasRelatedWork W2065253609 @default.
- W2611838891 hasRelatedWork W2069816782 @default.
- W2611838891 hasRelatedWork W2077079233 @default.
- W2611838891 hasRelatedWork W2084330027 @default.
- W2611838891 hasRelatedWork W2096829378 @default.
- W2611838891 hasRelatedWork W2106729971 @default.
- W2611838891 hasRelatedWork W2124192320 @default.
- W2611838891 hasRelatedWork W2139261773 @default.
- W2611838891 hasRelatedWork W2141110649 @default.
- W2611838891 hasRelatedWork W2164394936 @default.
- W2611838891 hasRelatedWork W2292034926 @default.
- W2611838891 hasRelatedWork W2962951767 @default.
- W2611838891 hasRelatedWork W3103223193 @default.
- W2611838891 isParatext "false" @default.
- W2611838891 isRetracted "false" @default.
- W2611838891 magId "2611838891" @default.
- W2611838891 workType "article" @default.