Multivariate stochastic approximation using a simultaneous perturbation gradient approximation
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- A simultaneous perturbation weak derivative estimator for stochastic neural networks
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- Stochastic approximation algorithm with randomization at the input for unsupervised parameters estimation of Gaussian mixture model with sparse parameters
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- Global optimization of stochastic black-box systems via sequential kriging meta-models
- Gradient free parameter estimation for hidden Markov models with intractable likelihoods
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- Reinforcement learning based algorithms for average cost Markov decision processes
- Algorithm for stochastic approximation with trial input perturbation in the nonstationary problem of optimization
- Minimax efficient finite-difference stochastic gradient estimators using black-box function evaluations
- Feature selection using stochastic approximation with Barzilai and Borwein non-monotone gains
- A comparison of various classical optimizers for a variational quantum linear solver
- Demonstration of minisuperspace quantum cosmology using quantum computational algorithms on IBM quantum computer
- Adaptive stochastic approximation by the simultaneous perturbation method
- Optimization based on information containing uncertainties
- Simulation and the finite-difference stochastic approximation method
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- New combinatorial direction stochastic approximation algorithms
- Stopping rules for optimization algorithms based on stochastic approximation
- Simulation-based optimization by new stochastic approximation algorithm
- Stochastic derivative-free optimization using a trust region framework
- Multiscale Q-learning with linear function approximation
- Estimating the position of a moving object based on test disturbance of camera position
- Stochastic Recursive Inclusions in Two Timescales with Nonadditive Iterate-Dependent Markov Noise
- Stochastic optimisation with inequality constraints using simultaneous perturbations and penalty functions
- Monte Carlo gradient estimation in high dimensions
- Determination of the Mechanical Properties of a Solid Elastic Medium from a Seismic Wave Propagation Using Two Statistical Estimators
- scientific article; zbMATH DE number 125283 (Why is no real title available?)
- Interval type-2 recurrent fuzzy neural system for nonlinear systems control using stable simultaneous perturbation stochastic approximation algorithm
- An option-based revenue management procedure for strategic airline alliances
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- A Scaled Stochastic Approximation Algorithm
- An online actor-critic algorithm with function approximation for constrained Markov decision processes
- Two Timescale Analysis of the Alopex Algorithm for Optimization
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- Optimal random perturbations for stochastic approximation using a simultaneous perturbation gradient approximation
- scientific article; zbMATH DE number 1748523 (Why is no real title available?)
- A modified second‐order SPSA optimization algorithm for finite samples
- Parameter estimation in a highly non-linear model using simultaneous perturbation stochastic approximation
- Gradient estimation with simultaneous perturbation and compressive sensing
- Risk-constrained reinforcement learning with percentile risk criteria
- Retrospective-approximation algorithms for the multidimensional stochastic root-finding problem
- Parallel deterministic and stochastic global minimization of functions with very many minima
- Designing inharmonic strings
- Extremum Seeking Control with Two-Sided Stochastic Perturbations
- Production planning system for a combination of make-to-stock and make-to-order products
- Newton-based stochastic optimization using \(q\)-Gaussian smoothed functional algorithms
- Application of stochastic approximation techniques in neural modelling and control
- Analysis of practical step size selection in stochastic approximation algorithms
- Parameterized Markov decision process and its application to service rate control
- A two Timescale Stochastic Approximation Scheme for Simulation-Based Parametric Optimization
- Iterative learning control using faded measurements without system information: a gradient estimation approach
- Log-normalization constant estimation using the ensemble Kalman–Bucy filter with application to high-dimensional models
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