Analysis of recursive stochastic algorithms
From MaRDI portal
Cited in
(only showing first 100 items - show all)- Deterministic approximation of best-response dynamics for the matching pennies game
- Adaptive control based on explicit criterion minimization
- Will the self-tuning approach work for general cost criteria?
- Asymptotic normality of the continuous-time stochastic approximation algorithm
- Théorèmes de convergence presque sure pour une classe d'algorithmes stochastiques à pas decroissant
- Deterministic convergence of a Clarke-Gawthrop self-tuning controller
- Convergence analysis of ladder algorithms for AR and ARMA models
- Induction of categories: The problem of multiple equilibria
- Convergence and robustness of the Robbins-Monro algorithm truncated at randomly varying bounds
- A combined algorithm for identification and approximation
- Strong consistency of recursive identification by no use of persistent excitation condition
- Adaptive filters with constraints and correlated non-stationary signals
- On a proof of Robbins-Monro algorithm
- RLS parameter convergence with overparameterized models
- Convergence of least squares learning mechanisms in self-referential linear stochastic models
- Abstract stochastic approximations and applications
- Least mean squares learning in self-referential linear stochastic models
- A theoretical analysis of recursive identification methods
- State inverse and decorrelated state stochastic approximation
- Recursive output error identification algorithms theory and evaluation
- Comments on 'Non-convergence of the approximate maximum likelihood identification algorithm
- Parameter estimation for continuous-time models - a survey
- Analysis of a general recursive prediction error identification algorithm
- A self-tuning regulator for multivariable systems
- A modified extended Kalman filter for linear discrete-time systems with unknown parameters
- Recursive prediction error algorithms without a stability test
- Stochastic approximation with discontinuous dynamics and state dependent noise: w.p. 1 and weak convergence
- Some properties of the output error method
- Self-tuning control of a chip refiner motor load
- Eigenvalue location of certain matrices arising in convergence analysis problems
- A simplified neuron model as a principal component analyzer
- Stochastic adaptive control using a modified least squares algorithm
- Parameter adaptive control algorithms - a tutorial
- Lacunary systems and generalized linear processes
- System identification techniques for adaptive signal processing
- Stochastic approximation with dependent noise
- Asymptotic properties of projections with applications to stochastic regression problems
- Simplified descripton of slow-in-the-average Markov walks
- Adaptive predictive control with mean-square input constraint
- Approximating nonlinear fading-memory operators using neural network models
- Theory and applications of selftuning regulators
- Recusrsive prediction error identification using the nonlinear Wiener model
- Stochastic gradient learning in the cobweb model
- Grouping for optimal growth
- Speculative dynamics with bounded rationality learning
- Stochastic approximation algorithms with constant step size whose average is cooperative
- Convergence of learning algorithms without a projection facility
- Payoff assessments without probabilities: a simple dynamic model of choice
- Optimal load sharing in soft real-time systems using likelihood ratios
- Convergence of least squares learning to a non-stationary equilibrium
- On the optimal control of stochastic linear systems with contaminated partial observations
- Online learning via congregational gradient descent
- The effect of the time-structure of information on the expectational-stability of rational expectations
- E-equilibria and adaptive expectations: Output and inflation in the LBS model
- A back propagation algorithm to estimate the parameters of nonlinear dynamic rational models.
- Fast adaptive algorithms and networks for class-separability features.
- Reinforcement learning for long-run average cost.
- Adaptive dynamics in games played by heterogeneous populations
- An online prediction algorithm for reinforcement learning with linear function approximation using cross entropy method
- A time-varying model of rational learning
- A review of fuzzy logic and neural network based intelligent control design for discrete-time systems
- Popularity signals in trial-offer markets with social influence and position bias
- A self-stabilizing MSA algorithm in high-dimension data stream
- Time-varying parameters and nonconvergence to rational expectations under least squares learning
- Optimization via simulation: A review
- On the absence of positive realness conditions in self-tuning regulators based on explicit criterion minimization
- An analysis of convergence for a learning version of the subspace method
- Variable forgetting factors in parameter estimation
- Variance constrained self-tuning control
- Recursive estimation of a drifted autoregressive parameter.
- Adaptive optimization and \(D\)-optimum experimental design.
- Generalized neural networks for spectral analysis: dynamics and Liapunov functions
- Convergence and logarithm laws of self-tuning regulators
- A competitive layer model for cellular neural networks
- Convergence analysis of deterministic discrete time system of a unified self-stabilizing algorithm for PCA and MCA
- Rates of convergence of adaptive step-size of stochastic approximation algorithms
- Adaptive learning of rational expectations using neural networks
- Adaptive consumption behavior
- Stochastic approximation on Riemannian manifolds
- Learning when to say no
- Stochastic proximal gradient methods for nonconvex problems in Hilbert spaces
- Stochastic approximation: from statistical origin to big-data, multidisciplinary applications
- Conservative set valued fields, automatic differentiation, stochastic gradient methods and deep learning
- Incremental without replacement sampling in nonconvex optimization
- Revisiting the ODE method for recursive algorithms: fast convergence using quasi stochastic approximation
- An ODE method to prove the geometric convergence of adaptive stochastic algorithms
- Finite-sample analysis of nonlinear stochastic approximation with applications in reinforcement learning
- The RPEs of RBCs and other DSGEs
- Distributed system identification for linear stochastic systems with binary sensors
- The method of averaged models for discrete-time adaptive systems
- Bridging the gap between constant step size stochastic gradient descent and Markov chains
- Network flows that solve least squares for linear equations
- Convergence of a stochastic subgradient method with averaging for nonsmooth nonconvex constrained optimization
- Prospect-theoretic Q-learning
- A new algorithm for recursive estimation of parameters in controlled ARMA processes
- Nonlinear randomized urn models: a stochastic approximation viewpoint
- Exponential convergence of distributed primal-dual convex optimization algorithm without strong convexity
- Non-asymptotic error bounds for constant stepsize stochastic approximation for tracking mobile agents
- Alternative learning vector quantization
- Stochastic approximation to understand simple simulation models
This page was built for publication: Analysis of recursive stochastic algorithms
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4137045)
