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]

@article{ShiWW22-0,
  title = {Ergodicity of Regime-Switching Functional Diffusions with Infinite Delay and Application to a Numerical Algorithm for Stochastic Optimization},
  author = {Banban Shi and Ya Wang and Fuke Wu},
  year = {2022},
  doi = {10.1137/22m1470050},
  url = {https://doi.org/10.1137/22m1470050},
  researchr = {https://researchr.org/publication/ShiWW22-0},
  cites = {0},
  citedby = {0},
  journal = {SIAM J. Control and Optimization},
  volume = {60},
  number = {5},
  pages = {2658-2683},
}