scientific article; zbMATH DE number 3459735

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Electricity swing option pricing by stochastic bilevel optimization: a survey and new approaches
Inexakte stochastische Gradientenverfahren
Recursive tracking algorithm for a predictable time-varying parameter of a time series
New stochastic approximation algorithms with adaptive step sizes
Mathematical models of extreme modes in ecological systems
Qualitative properties of stochastic iterative processes under random structural perturbations
Simulated annealing type algorithms for multivariate optimization
Optimization of discrete variable stochastic systems by computer simulation
General convergence results for stochastic approximations via weak convergence theory
Consistency of stochastic approximation algorithm with quasi-associated random errors
A combined direction stochastic approximation algorithm
Determining the height of energy barriers of the cyclohexene molecule using stochastic approximation
Adaptive filter model of the cerebellum
Stochastic approximation of constrained systems with system and constraint noise
Solving stochastic structural optimization problems by RSM-based stochastic approximation methods -- gradient estimation in case of intermediate variables
Iterative processes: A survey of convergence theory using Lyapunov second method
Aplicacion de los procesos de difusion a la planificacion del desarrollo economico
Comparison of six on-line identification and parameter estimation methods
State inverse and decorrelated state stochastic approximation
Transition functions for evolutionary algorithms on continuous state-space
A statistic method for the computation of the conjugate directions
Kiefer-Wolfowitz algorithm under quasi-associated random errors
Stochastic programming in Hilbert space
Optimization via simulation: A review
Stopping times for stochastic approximation procedures
On a class of probabilistic conjoint measurement models: Some diagnostic properties
On the estimation of the adjustment coefficient in risk theory by means of stochastic approximation procedures
An optimum plan of reliability control
A new hybrid stochastic approximation algorithm
On the convergence of stochastic approximation procedures under Markov noise in the measurements
Feasible direction methods for stochastic programming problems
Neural theory of association and concept-formation
Stochastic approximation algorithm for minimax problems
Methods of the stochastic approximation type for solving linear incorrectly posed problems
The lob-pass problem
An incremental network for on-line unsupervised classification and topology learning
Estimation of an optimal solution of a LP problem with unknown objective function
Exponential bounds in stochastic approximation procedures
Unbiased nonparametric estimation of the derivative of the mean
The N-armed bandit with unimodal structure
Fixed-width interval estimation of the minimum point of a regression function based on the Kiefer-Wolfowitz procedure
scientific article; zbMATH DE number 7387192 (Why is no real title available?)
Mixed stochastic quasigradient and penalty function method for solving minimax problems with coupled variables
On martingale limit theory and strong convergence results for stochastic approximation procedures
An orthogonal series estimate of time-varying regression
An optimizing up-and-down design
Stochastic approximation algorithms: overview and recent trends.
On the optimality and efficiency of common random numbers
Gradient estimates for the performance of Markov chains and discrete event processes
Fixed point theorems in probabilistic analysis
Stochastic approximation and modern model-based designs for dose-finding clinical trials
Simultaneous perturbation stochastic approximation of nonsmooth functions
On stochastic approximation of the eigenvectors and eigenvalues of the expectation of a random matrix
scientific article; zbMATH DE number 3619205 (Why is no real title available?)
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On the deterministic and stochastic approximation of regions
Inventory models under uncertainty: An adaptive approach
Stepwise BAN estimators for exponential families with multivariate normal applications
Robbins-Monro algorithm with \(\psi\)-mixing random errors
Robustized recursive estimation with applications

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