Sidney Yakowitz

Available identifiers

zbMath Open yakowitz.sidney-jMaRDI QIDQ754594

List of research outcomes

Publication	Date of Publication	Type
Iterative nonparametric estimation of a log-optimal portfolio selection function	2002-08-04	Paper
Global Stochastic Optimization with Low-Dispersion Point Sets	2002-06-04	Paper
Strongly consistent nonparametric forecasting and regression for stationary ergodic sequences.	2000-02-09	Paper
Sequential design with applications to the trim-loss problem	1999-03-01	Paper
Limits to consistent on-line forecasting for ergodic time series	1998-11-15	Paper
Weakly convergent nonparametric forecasting of stationary time series	1997-10-06	Paper
Nonparametric inference for ergodic, stationary time series	1997-02-09	Paper
Fixed-design regression for linear time series	1996-12-01	Paper
Machine learning and nonparametric bandit theory	1995-10-09	Paper
Nearest neighbor estimators for random fields	1993-05-16	Paper
Error inference for nonparametric regression	1993-04-01	Paper
https://portal.mardi4nfdi.de/entity/Q3993141	1992-09-17	Paper
https://portal.mardi4nfdi.de/entity/Q3363090	1990-01-01	Paper
Nonparametric density and regression estimation for Markov sequences without mixing assumptions	1989-01-01	Paper
Plane steady shear flow of a cohesionless granular material down an inclined plane: A model for flow avalanches. II. Numerical results	1987-01-01	Paper
A quasi-Newton differential dynamic programming algorithm for discrete- time optimal control	1987-01-01	Paper
A numerical study of steady plane granular chute flows using the Jenkins-Savage model and its extension	1987-01-01	Paper
Plane steady shear flow of a cohesionless granular material down an inclined plane: A model for flow avalanches. I. Theory	1986-01-01	Paper
The stagewise Kuhn-Tucker condition and differential dynamic programming	1986-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3713480	1986-01-01	Paper
A comparison of Kriging with nonparametric regression methods	1985-01-01	Paper
Nonparametric Density Estimation, Prediction, and Regression for Markov Sequences	1985-01-01	Paper
Computational aspects of discrete-time optimal control	1984-01-01	Paper
Differential dynamic programming and Newton's method for discrete optimal control problems	1984-01-01	Paper
Convergence rate analysis of the state increment dynamic programming method	1983-01-01	Paper
Contributions to Cournot oligopoly theory	1982-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3330354	1982-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3040399	1981-01-01	Paper
The application of optimal control methodology to nonlinear programming problems	1981-01-01	Paper
Nonparametric estimation of Markov transition functions	1979-01-01	Paper
Principles and procedures of numerical analysis	1978-01-01	Paper
Admissible Run-Contingency Type Tests for Independence and Markov Dependence	1978-01-01	Paper
Weighted Monte Carlo Integration	1978-01-01	Paper
A New Proof of the Existence and Uniqueness of the Cournot Equilibrium	1977-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4169445	1977-01-01	Paper
Uniform Convergence of the Potential Function Algorithm	1976-01-01	Paper
Small-Sample Hypothesis Tests of Markov Order, with Application to Simulated and Hydrologic Chains	1976-01-01	Paper
Surveillance of several Markov targets	1976-01-01	Paper
On sequential search for the maximum of an unknown function	1973-01-01	Paper
Unsupervised learning and the identification of finite mixtures	1970-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5631977	1970-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5591138	1969-01-01	Paper
On the Identifiability of Finite Mixtures	1968-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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This page was built for person: Sidney Yakowitz