Two-timescale simultaneous perturbation stochastic approximation using deterministic perturbation sequences
From MaRDI portal
Publication:4564833
Recommendations
- Stochastic approximation with two time scales
- Nonlinear Two-Time-Scale Stochastic Approximation: Convergence and Finite-Time Performance
- A stability criterion for two timescale stochastic approximation schemes
- A two Timescale Stochastic Approximation Scheme for Simulation-Based Parametric Optimization
- Simultaneous perturbation stochastic approximation: towards one-measurement per iteration
- Simultaneous perturbation stochastic approximation of nonsmooth functions
- Adaptive stochastic approximation by the simultaneous perturbation method
- scientific article; zbMATH DE number 1383146
Cited in
(17)- Optimal design of structures using the simultaneous perturbation stochastic approximation algorithm
- Convergence rate of moments in stochastic approximation with simultaneous perturbation gradient approximation and resetting
- Variance-constrained actor-critic algorithms for discounted and average reward MDPs
- Actor-critic algorithms for hierarchical Markov decision processes
- An adaptive optimization scheme with satisfactory transient performance
- Adaptive multivariate three-timescale stochastic approximation algorithms for simulation based optimization
- Nonlinear conjugate gradient method based SPSA
- Multiscale Q-learning with linear function approximation
- A stability criterion for two timescale stochastic approximation schemes
- Simultaneous perturbation Newton algorithms for simulation optimization
- Weak convergence of dynamical systems in two timescales
- Parallel simultaneous perturbation optimization
- Performance analysis of the simultaneous perturbation stochastic approximation algorithm on the noisy sphere model
- Optimal random perturbations for stochastic approximation using a simultaneous perturbation gradient approximation
- A simultaneous perturbation stochastic approximation algorithm based on quasi-Newton method
- Revisiting the ODE method for recursive algorithms: fast convergence using quasi stochastic approximation
- New algorithms of the Q-learning type
This page was built for publication: Two-timescale simultaneous perturbation stochastic approximation using deterministic perturbation sequences
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4564833)