The following pages link to (Q4346705):
Displaying 50 items.
- Importance sampling and statistical Romberg method for Lévy processes (Q271865) (← links)
- Multiscale Q-learning with linear function approximation (Q312650) (← links)
- Estimating the position of a moving object based on test disturbance of camera position (Q315125) (← links)
- A direct search method for unconstrained quantile-based simulation optimization (Q319799) (← links)
- Retrospective optimization of mixed-integer stochastic systems using dynamic simplex linear interpolation (Q439343) (← links)
- Stochastic recursive algorithms for optimization. Simultaneous perturbation methods (Q441138) (← links)
- Stochastic approximation and compound delayed observations with independent random time delay distribution (Q458148) (← links)
- Autonomous reinforcement learning with experience replay (Q461126) (← links)
- Asymptotics in random recursive circuits (Q487104) (← links)
- Mathematical programming models for joint simulation-optimization applied to closed queueing networks (Q499306) (← links)
- Generalization of the Dvoretzky theorem of convergence rate of the stochastic approximation algorithms (Q505293) (← links)
- On the adaptive control of a class of partially observed Markov decision processes (Q534716) (← links)
- Resource contention games in multiclass stochastic flow models (Q547910) (← links)
- The Borkar-Meyn theorem for asynchronous stochastic approximations (Q553371) (← links)
- Monte Carlo algorithms for optimal stopping and statistical learning (Q558680) (← links)
- An actor-critic algorithm with function approximation for discounted cost constrained Markov decision processes (Q616967) (← links)
- Perturbation analysis and optimization of stochastic hybrid systems (Q629652) (← links)
- Pegasos: primal estimated sub-gradient solver for SVM (Q633112) (← links)
- Offline and online weighted least squares estimation of nonstationary power ARCH processes (Q634578) (← links)
- Small noise asymptotics for a stochastic growth model (Q705836) (← links)
- Management of water resource systems in the presence of uncertainties by nonlinear approximation techniques and deterministic sampling (Q711389) (← links)
- A stochastic approximation algorithm with multiplicative step size modification (Q734569) (← links)
- Stochastic approximation search algorithms with randomization at the input (Q747226) (← links)
- Ghost simulation model for the optimization of an urban subway system (Q816689) (← links)
- On recursive estimation for time varying autoregressive processes (Q817986) (← links)
- A Bayesian stochastic approximation method (Q826995) (← links)
- A new approach for analyzing the limiting behavior of the normalized LMS algorithm under weak assumptions (Q839063) (← links)
- An adaptive design for clinical trials with non-dichotomous response and prognostic factors (Q850209) (← links)
- Adaptive stepsizes for recursive estimation with applications in approximate dynamic programming (Q851872) (← links)
- Rapid decision threshold modulation by reward rate in a neural network (Q853260) (← links)
- Control of multi-node mobile communications networks with time-varying channels via stability methods (Q855183) (← links)
- Global optimization using diffusion perturbations with large noise intensity (Q861400) (← links)
- Numerical methods for the pricing of swing options: a stochastic control approach (Q861551) (← links)
- On the ergodicity properties of some adaptive MCMC algorithms (Q862214) (← links)
- Convergence rate and averaging of nonlinear two-time-scale stochastic approximation algo\-rithms (Q862224) (← links)
- On asymptotic properties of a constant-step-size sign-error algorithm for adaptive filtering (Q865989) (← links)
- Strong consistency of the regularized least-squares estimates of infinite autoregressive models (Q872084) (← links)
- A simulation optimization method that considers uncertainty and multiple performance measures (Q872272) (← links)
- An online sequential algorithm for the estimation of transition probabilities for jump Markov linear systems (Q880350) (← links)
- Learning in monotone Bayesian games (Q900836) (← links)
- Stochastic equilibrium: Learning by exponential smoothing (Q951386) (← links)
- Escapist policy rules (Q956474) (← links)
- High-dimensional exploratory item factor analysis by a Metropolis-Hastings Robbins-Monro algorithm (Q971529) (← links)
- Distributed learning and cooperative control for multi-agent systems (Q976220) (← links)
- On-line control of the threshold policy parameter for multiclass systems (Q987613) (← links)
- A payoff-based learning procedure and its application to traffic games (Q993787) (← links)
- A new continuous action-set learning automaton for function optimization (Q1033105) (← links)
- Natural actor-critic algorithms (Q1049136) (← links)
- Sequential credibility evaluation for symmetric location claim distributions (Q1302133) (← links)
- Constrained stochastic estimation algorithms for a class of hybrid stock market models (Q1407240) (← links)
