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

Banban Shi, Ya Wang, Fuke Wu. Ergodicity of Regime-Switching Functional Diffusions with Infinite Delay and Application to a Numerical Algorithm for Stochastic Optimization. SIAM J. Control and Optimization, 60(5):2658-2683, 2022. [doi]

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