Analysis of recursive stochastic algorithms

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Stochastic approximation with nondecaying gain: Error bound and data‐driven gain‐tuning
Recursive identification algorithm for dynamic systems with output backlash and its convergence
A time-varying model of rational learning
Discussion on: ``A stacked model structure for off-line parameter variation estimation in multi-equilibria nonlinear systems
A back propagation algorithm to estimate the parameters of nonlinear dynamic rational models.
Rates of convergence of adaptive step-size of stochastic approximation algorithms
Gradient procedures for stochastic approximation with dependent noise and their asymptotic behaviour
Stochastic Methods for Composite and Weakly Convex Optimization Problems
Linear filtering with adaptive adjustment of the disturbance covariation matrices in the plant and measurement noise
Theory and applications of selftuning regulators
Enhancement of fixed controllers via adaptive-Q disturbance estimate feedback
Simulated annealing type algorithms for multivariate optimization
Limiting optimal adaptive filtering with unknown disturbance covariance
Self-tuning prediction and control
Free energy computations by minimization of Kullback-Leibler divergence: An efficient adaptive biasing potential method for sparse representations
Convergence rate of least-squares identification and adaptive control for stochastic systems†
Convergence and robustness of the Robbins-Monro algorithm truncated at randomly varying bounds
Adaptive algorithms for first principal eigenvector computation
Abstract stochastic approximations and applications
Equilibrium with signal extraction from endogenous variables
Adaptive optimization and \(D\)-optimum experimental design.
Continuous-time stochastic approximation: Convergence and asymptotic efficiency
MINLIP for the identification of monotone Wiener systems
Determinacy and stability under learning of rational expectations equilibria
Reinforcement learning for long-run average cost.
Learning aspiration in repeated games
The modified gain extended Kalman filter and parameter identification in linear systems
Contractivity of a Markov operator on the space of normalised positive distributions
Null space gradient flows for constrained optimization with applications to shape optimization
Generalized neural networks for spectral analysis: dynamics and Liapunov functions
Convergence and logarithm laws of self-tuning regulators
Distributed learning and cooperative control for multi-agent systems
Extremum seeking under stochastic noise and applications to mobile sensors
Weighted least squares based recursive parametric identification for the submodels of a PWARX system
Self-tuning leader-follower games
Convergence of least squares learning mechanisms in self-referential linear stochastic models
Asymptotic properties of projections with applications to stochastic regression problems
Recursive estimation of a drifted autoregressive parameter.
Stabilization of stochastic approximation by step size adaptation
Payoff assessments without probabilities: a simple dynamic model of choice
Adaptive multiple minor directions extraction in parallel using a PCA neural network
Joint state and parameter robust estimation of stochastic nonlinear systems
Convergence analysis for recursive Hammerstein identification
Value iteration and adaptive dynamic programming for data-driven adaptive optimal control design
Event-driven stochastic approximation
A self-tuning regulator for multivariable systems
Recursive prediction error algorithms without a stability test
Stochastic perturbation methods for spike-timing-dependent plasticity
Optimization via simulation: A review
Online surrogate problem methodology for stochastic discrete resource allocation problem.
A stochastic Kaczmarz algorithm for network tomography
Control: a perspective
A new adaptive recursive RLS-based fast-array IIR filter for active noise and vibration control systems
Convergence analysis of the OJAn MCA learning algorithm by the deterministic discrete time method
Stochastic approximation with dependent noise
A simplified neuron model as a principal component analyzer
Parametric and nonparametric curve fitting
Some Examples of Stochastic Approximation in Communications
Artificial neural networks: an econometric perspective^∗
Stochastic fictitious play with continuous action sets
Stochastic approximation, cooperative dynamics and supermodular games
Theory and applications of adaptive control - a survey
Parameter estimation for continuous-time models - a survey
Learning strict Nash equilibria through reinforcement
Recusrsive prediction error identification using the nonlinear Wiener model
On learning dynamics underlying the evolution of learning rules
Non-linear system identification using neural networks
Adaptation and tracking in system identification - a survey
Recursive estimators with Markovian jumps
Stochastic algorithms for computing means of probability measures
Stochastic proximal gradient methods for nonconvex problems in Hilbert spaces
Stochastic approximation algorithms with constant step size whose average is cooperative
A sensitivity formula for risk-sensitive cost and the actor-critic algorithm
A companion for the Kiefer-Wolfowitz-Blum stochastic approximation algorithm
A theoretical analysis of recursive identification methods
Stochastic approximation
Deterministic approximation of best-response dynamics for the matching pennies game
Some properties of the output error method
Approximate consensus in the dynamic stochastic network with incomplete information and measurement delays
An analysis of convergence for a learning version of the subspace method
Eigenvalue location of certain matrices arising in convergence analysis problems
Variance constrained self-tuning control
A modified extended Kalman filter for linear discrete-time systems with unknown parameters
Nonlinear randomized urn models: a stochastic approximation viewpoint
Sequential online subsampling for thinning experimental designs
Grouping for optimal growth
A combined algorithm for identification and approximation
Strong consistency of recursive identification by no use of persistent excitation condition
Stochastic adaptive control using a modified least squares algorithm
E-equilibria and adaptive expectations: Output and inflation in the LBS model
Robust adaptive modified Newton algorithm for generalized eigendecomposition and its application
Recursive parameter estimation of transfer function models
Variable forgetting factors in parameter estimation
On a proof of Robbins-Monro algorithm
A generalized Pólya's urn with graph based interactions
Stochastic gradient learning in the cobweb model
Least mean squares learning in self-referential linear stochastic models
Rates of convergence of semi-stochastic approximation procedures for solving stochastic optimization problems
RLS parameter convergence with overparameterized models

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