scientific article; zbMATH DE number 3992716

From MaRDI portal
Publication:4720608

zbMath0613.62107MaRDI QIDQ4720608

Chen, Hanfu, Yunmin Zhu

Publication date: 1986


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items (32)

On two numerical problems in applied probability : discretization of Stochastic Differential Equations and optimization of an expectation depending on a parameterConvergence and robustness of the Robbins-Monro algorithm truncated at randomly varying boundsValue iteration and adaptive dynamic programming for data-driven adaptive optimal control designA combined algorithm for identification and approximationOn the ergodicity properties of some adaptive MCMC algorithmsCoupling importance sampling and multilevel Monte Carlo using sample average approximationOn asymptotic properties of a constant-step-size sign-error algorithm for adaptive filteringOn robustness of the Robbins-Monro method for parallel processingLimit theorems for some adaptive MCMC algorithms with subgeometric kernelsTrajectory averaging for stochastic approximation MCMC algorithmsAsymptotic behavior of truncated stochastic approximation proceduresRecursive estimation in a class of models of deformationOptimizing Adaptive Importance Sampling by Stochastic ApproximationImportance sampling and statistical Romberg methodTruncated stochastic approximation with moving bounds: convergenceA computational framework for empirical Bayes inferenceOn H-valued Robbins-Monro processesMarkovian stochastic approximation with expanding projectionsAdaptive Monte Carlo variance reduction for Lévy processes with two-time-scale stochastic approximationQ-learning algorithms with random truncation bounds and applications to effective parallel computingAlmost sure convergence of randomly truncated stochastic algorithms under verifiable condi\-tionsRate of convergence of truncated stochastic approximation procedures with moving boundsImproved results on the robustness of stochastic approximation algorithmsRobust adaptive importance sampling for normal random vectorsLiquidity Costs: A New Numerical Methodology and an Empirical StudyUnconstrained recursive importance samplingConvergence of Markovian Stochastic Approximation with Discontinuous DynamicsContinuous-Time Robust Dynamic ProgrammingStochastic Recursive Inclusions in Two Timescales with Nonadditive Iterate-Dependent Markov NoiseConvergence analysis of dynamic stochastic approximationStochastic gradient algorithm with random truncationsOn adaptive Markov chain Monte Carlo algorithms




This page was built for publication: