Pages that link to "Item:Q441138"
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The following pages link to Stochastic recursive algorithms for optimization. Simultaneous perturbation methods (Q441138):
Displaying 24 items.
- Multiscale Q-learning with linear function approximation (Q312650) (← links)
- Newton-based stochastic optimization using \(q\)-Gaussian smoothed functional algorithms (Q472587) (← links)
- Quasi-Newton smoothed functional algorithms for unconstrained and constrained simulation optimization (Q523576) (← links)
- Variance-constrained actor-critic algorithms for discounted and average reward MDPs (Q1689603) (← links)
- Nested kriging predictions for datasets with a large number of observations (Q1704020) (← links)
- Generalization of a result of Fabian on the asymptotic normality of stochastic approximation (Q1716693) (← links)
- Recurrent neural networks as optimal mesh refinement strategies (Q2047561) (← links)
- Simulation methods for robust risk assessment and the distorted mix approach (Q2076947) (← links)
- Quantum simulation of the ground-state Stark effect in small molecules: a case study using IBM Q (Q2099988) (← links)
- Smoothed functional-based gradient algorithms for off-policy reinforcement learning: a non-asymptotic viewpoint (Q2242923) (← links)
- Simultaneous perturbation Newton algorithms for simulation optimization (Q2260692) (← links)
- Risk-Constrained Reinforcement Learning with Percentile Risk Criteria (Q4558492) (← links)
- Iterative learning control using faded measurements without system information: a gradient estimation approach (Q5026562) (← links)
- Risk-Sensitive Reinforcement Learning via Policy Gradient Search (Q5102286) (← links)
- Gradient-Based Adaptive Stochastic Search for Simulation Optimization Over Continuous Space (Q5131717) (← links)
- A simulation‐based algorithm for optimal pricing policy under demand uncertainty (Q5175839) (← links)
- Derivative-free optimization methods (Q5230522) (← links)
- Actor-Critic Algorithms with Online Feature Adaptation (Q5270681) (← links)
- Variable ansatz applied to spectral operator decomposition in a physical superconducting quantum device (Q6098303) (← links)
- A model for data transmission and its optimization (Q6139076) (← links)
- Stochastic approximation procedures for Lévy-driven SDEs (Q6161557) (← links)
- Modeling and control of data transmission (Q6172241) (← links)
- Learning equilibrium mean‐variance strategy (Q6187369) (← links)
- Truncated Cauchy random perturbations for smoothed functional-based stochastic optimization (Q6491100) (← links)
