S. Yakowitz

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Person:754594

Available identifiers

zbMath Open yakowitz.sidney-jMaRDI QIDQ754594

List of research outcomes





PublicationDate of PublicationType
Iterative nonparametric estimation of a log-optimal portfolio selection function2002-08-04Paper
Global Stochastic Optimization with Low-Dispersion Point Sets2002-06-04Paper
A computational method for the study of stochastic epidemics2001-11-06Paper
Strongly consistent nonparametric forecasting and regression for stationary ergodic sequences.2000-02-09Paper
Sequential design with applications to the trim-loss problem1999-03-01Paper
Limits to consistent on-line forecasting for ergodic time series1998-11-15Paper
Weakly convergent nonparametric forecasting of stationary time series1997-10-06Paper
Nonparametric inference for ergodic, stationary time series1997-02-09Paper
Fixed-design regression for linear time series1996-12-01Paper
Machine learning and nonparametric bandit theory1995-10-09Paper
Nearest neighbor estimators for random fields1993-05-16Paper
Error inference for nonparametric regression1993-04-01Paper
https://portal.mardi4nfdi.de/entity/Q39931411992-09-17Paper
https://portal.mardi4nfdi.de/entity/Q33630901990-01-01Paper
Nonparametric density and regression estimation for Markov sequences without mixing assumptions1989-01-01Paper
Plane steady shear flow of a cohesionless granular material down an inclined plane: A model for flow avalanches. II. Numerical results1987-01-01Paper
A numerical study of steady plane granular chute flows using the Jenkins-Savage model and its extension1987-01-01Paper
A quasi-Newton differential dynamic programming algorithm for discrete- time optimal control1987-01-01Paper
Plane steady shear flow of a cohesionless granular material down an inclined plane: A model for flow avalanches. I. Theory1986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37134801986-01-01Paper
The stagewise Kuhn-Tucker condition and differential dynamic programming1986-01-01Paper
Nonparametric Density Estimation, Prediction, and Regression for Markov Sequences1985-01-01Paper
A comparison of Kriging with nonparametric regression methods1985-01-01Paper
Differential dynamic programming and Newton's method for discrete optimal control problems1984-01-01Paper
Computational aspects of discrete-time optimal control1984-01-01Paper
Convergence rate analysis of the state increment dynamic programming method1983-01-01Paper
Contributions to Cournot oligopoly theory1982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33303541982-01-01Paper
The application of optimal control methodology to nonlinear programming problems1981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30403991981-01-01Paper
Nonparametric estimation of Markov transition functions1979-01-01Paper
Principles and procedures of numerical analysis1978-01-01Paper
Admissible Run-Contingency Type Tests for Independence and Markov Dependence1978-01-01Paper
Weighted Monte Carlo Integration1978-01-01Paper
A New Proof of the Existence and Uniqueness of the Cournot Equilibrium1977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41694451977-01-01Paper
Small-Sample Hypothesis Tests of Markov Order, with Application to Simulated and Hydrologic Chains1976-01-01Paper
Uniform Convergence of the Potential Function Algorithm1976-01-01Paper
Surveillance of several Markov targets1976-01-01Paper
On sequential search for the maximum of an unknown function1973-01-01Paper
Unsupervised learning and the identification of finite mixtures1970-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56319771970-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55911381969-01-01Paper
On the Identifiability of Finite Mixtures1968-01-01Paper

Research outcomes over time

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