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)
- 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
- Online surrogate problem methodology for stochastic discrete resource allocation problem.
- Stochastic approximation and compound delayed observations with independent random time delay distribution
- Autonomous reinforcement learning with experience replay
- Asymptotically optimal quantization schemes for Gaussian processes on Hilbert spaces
- Quantile estimation with adaptive importance sampling
- Adaptive stepsizes for recursive estimation with applications in approximate dynamic programming
- Perturbation analysis and optimization of stochastic hybrid systems
- An ellipsoid algorithm for probabilistic robust controller design
- Stochastic approximation search algorithms with randomization at the input
- High-dimensional exploratory item factor analysis by a Metropolis-Hastings Robbins-Monro algorithm
- Retrospective optimization of mixed-integer stochastic systems using dynamic simplex linear interpolation
- Minimization algorithms based on supervisor and searcher cooperation
- Monte Carlo algorithms for optimal stopping and statistical learning
- Convergence of stochastic proximal gradient algorithm
- Stochastic algorithms
- Pegasos: primal estimated sub-gradient solver for SVM
- Central limit theorems for generalized Pólya urn models
- A payoff-based learning procedure and its application to traffic games
- Asymptotics in random recursive circuits
- Approximation by quantization of the filter process and applications to optimal stopping problems under partial observation
- Title not available (Why is that?)
- Title not available (Why is that?)
- Global optimization using diffusion perturbations with large noise intensity
- Real-time reinforcement learning by sequential actor-critics and experience replay
- Stochastic Nelder-Mead simplex method -- a new globally convergent direct search method for simulation optimization
- A stochastic approximation algorithm with multiplicative step size modification
- Mathematical programming models for joint simulation-optimization applied to closed queueing networks
- Generalization of the Dvoretzky theorem of convergence rate of the stochastic approximation algorithms
- A survey of randomized algorithms for control synthesis and performance verification
- An actor-critic algorithm with function approximation for discounted cost constrained Markov decision processes
- On the convergence of reinforcement learning
- Title not available (Why is that?)
- A sensitivity formula for risk-sensitive cost and the actor-critic algorithm
- Convergence rate and averaging of nonlinear two-time-scale stochastic approximation algo\-rithms
- Structural stability threshold for the condition of robust no deterministic sure arbitrage with unbounded profit
- A Bayesian stochastic approximation method
- Dynamic modeling and control of supply chain systems: A review
- On the ergodicity properties of some adaptive MCMC algorithms
- On recursive estimation for time varying autoregressive processes
- Constrained stochastic estimation algorithms for a class of hybrid stock market models
- 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
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)