scientific article; zbMATH DE number 1043533
From MaRDI portal
Publication:4346705
zbMATH Open0914.60006MaRDI QIDQ4346705FDOQ4346705
Authors: Harold J. Kushner, G. Yin
Publication date: 4 August 1997
Title of this publication is not available (Why is that?)
Recommendations
Stochastic approximation (62L20) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
Cited In (only showing first 100 items - show all)
- Escapist policy rules
- Recursive online EM estimation of mixture autoregressions
- Title not available (Why is that?)
- Stochastic approximation. A dynamical systems viewpoint
- Stochastic algorithms: Foundations and applications. International symposium, SAGA 2001, Berlin, Germany, December 13--14, 2001. Proceedings
- Title not available (Why is that?)
- A new approach for analyzing the limiting behavior of the normalized LMS algorithm under weak assumptions
- Online calibrated forecasts: memory efficiency versus universality for learning in games
- An adaptive design for clinical trials with non-dichotomous response and prognostic factors
- Stochastic algorithms: Foundations and applications. Second international symposium, SAGA 2003, Hatfield, UK, September 22--23, 2003. Proceedings
- Parallel and bootstrapped stochastic approximation
- On-line control of the threshold policy parameter for multiclass systems
- Rapid decision threshold modulation by reward rate in a neural network
- Title not available (Why is that?)
- Large deviations and stochastic stability in population games
- Stochastic approximation: Theory and applications
- On integer stochastic approximation
- A simulation optimization method that considers uncertainty and multiple performance measures
- Sequential credibility evaluation for symmetric location claim distributions
- Title not available (Why is that?)
- Perturbation analysis for production control and optimization of manufacturing systems
- Title not available (Why is that?)
- Strong consistency of the regularized least-squares estimates of infinite autoregressive models
- Annealing adaptive search, cross-entropy, and stochastic approximation in global optimization
- A dual purpose principal and minor component flow
- On Stochastic Approximation and Credibility
- On adaptive and non-adaptive stochastic and deterministic algorithms
- Management of water resource systems in the presence of uncertainties by nonlinear approximation techniques and deterministic sampling
- Convergence of least squares learning in self-referential discontinuous stochastic models.
- Bayesian and non-Bayesian analysis of gamma stochastic frontier models by Markov chain Monte Carlo methods
- A new continuous action-set learning automaton for function optimization
- Learning in monotone Bayesian games
- Equilibrium selection in games: the mollifier method
- Equilibrium routing under uncertainty
- On the stability of an adaptive learning dynamics in traffic games
- Stochastic equilibrium: Learning by exponential smoothing
- Accelerated randomized stochastic optimization.
- Adaptive designs and Robbins-Monro algorithm
- Estimation of an optimal solution of a LP problem with unknown objective function
- Convergence of the Robbins-Monro process with small steps from below
- Stochastic approximation algorithms: overview and recent trends.
- Stochastic adaptation of importance sampler
- Linear stochastic approximation driven by slowly varying Markov chains
- Improved results on the robustness of stochastic approximation algorithms
- A universal procedure for parametric frailty models
- Title not available (Why is that?)
- Synchronization and functional central limit theorems for interacting reinforced random walks
- Solving inverse problems using data-driven models
- Urn models and differential algebraic equations
- A class of learning/estimation algorithms using nominal values: Asymptotic analysis and applications
- Title not available (Why is that?)
- Ghost simulation model for the optimization of an urban subway system
- Consistent expectations equilibria and learning in a stock market
- Privacy preserving distributed optimization using homomorphic encryption
- Learning and equilibrium transitions: stochastic stability in discounted stochastic fictitious play
- Offline and online weighted least squares estimation of nonstationary power ARCH processes
- ASD+M: automatic parameter tuning in stochastic optimization and on-line learning
- New stochastic approximation algorithms with adaptive step sizes
- Multidimensional stochastic approximation
- On the adaptive control of a class of partially observed Markov decision processes
- Convergence of conjugate gradient methods with constant stepsizes
- Transient and asymptotic dynamics of reinforcement learning in games
- Convergence of a stochastic approximation version of the EM algorithm
- Resource contention games in multiclass stochastic flow models
- Convergence rate of linear two-time-scale stochastic approximation.
- On asymptotic properties of a constant-step-size sign-error algorithm for adaptive filtering
- Error bounds for constant step-size \(Q\)-learning
- Abstract stochastic approximations and applications
- Decreasing step Stochastic algorithms: a.s. behaviour of weighted empirical measures
- Probabilistic design of LPV control systems.
- Efficient discovery of overlapping communities in massive networks
- Approximating networks and extended Ritz method for the solution of functional optimization problems
- Title not available (Why is that?)
- Control of multi-node mobile communications networks with time-varying channels via stability methods
- Numerical methods for the pricing of swing options: a stochastic control approach
- Long range search for maximum likelihood in exponential families
- The Borkar-Meyn theorem for asynchronous stochastic approximations
- Learning aspiration in repeated games
- An online sequential algorithm for the estimation of transition probabilities for jump Markov linear systems
- Optimal quadratic quantization for numerics: the Gaussian case
- Small noise asymptotics for a stochastic growth model
- Scaling up Bayesian variational inference using distributed computing clusters
- Analysis of a high-resolution optical wave-front control system
- Generalized neural networks for spectral analysis: dynamics and Liapunov functions
- Stochastic approximation and its applications
- Distributed learning and cooperative control for multi-agent systems
- Importance sampling and statistical Romberg method for Lévy processes
- Online expectation maximization based algorithms for inference in hidden Markov models
- A Stochastic Approximation Method for Simulation-Based Quantile Optimization
- Recursive estimation of a drifted autoregressive parameter.
- Deterministic convergence of an online gradient method for neural networks
- Natural actor-critic algorithms
- Multiscale Q-learning with linear function approximation
- Estimating the position of a moving object based on test disturbance of camera position
- A direct search method for unconstrained quantile-based simulation optimization
- Convergence of the Wang-Landau algorithm
- Randomized algorithms for stochastic approximation under arbitrary disturbances
- Semimartingale stochastic approximation procedure and recursive estimation
- Vertex-reinforced random walk on \(\mathbb Z\) has finite range
- Stochastic recursive algorithms for optimization. Simultaneous perturbation methods
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4346705)