Our main result is to prove almost-sure convergence of a stochastic-approximation algorithm defined on the space of measures on a noncompact space. Our motivation is to apply this result to ...

This is a preview. Log in through your library . Abstract The aim of this paper is to present a result of discrete approximation of some class of stable self-similar stationary increments processes.

Approximate linear programs have been used extensively to approximately solve stochastic dynamic programs that suffer from the well-known curse of dimensionality. Due to canonical results establishing ...

Quasi-stationary distributions (QSDs) offer a compelling framework for understanding the long-term behaviour of Markov processes that possess an absorbing state. In many natural and engineered systems ...