A Stochastic Approximation Algorithm with Varying Bounds
From MaRDI portal
Recommendations
- Simulation-based optimization by new stochastic approximation algorithm
- scientific article; zbMATH DE number 3934325
- Stochastic approximation algorithm for minimax problems
- Budget-Dependent Convergence Rate of Stochastic Approximation
- Simulation-based optimization—convergence analysis and statistical inference
Cited in
(28)- Technical note: Consistency analysis of sequential learning under approximate Bayesian inference
- An alternating variable method with varying replications for simulation response optimization
- Simulation and the finite-difference stochastic approximation method
- Simulation-based optimization by new stochastic approximation algorithm
- Simulation-Based Optimization with Stochastic Approximation Using Common Random Numbers
- Simulation response optimization via direct conjugate direction method
- A stochastic quasi-Newton method for simulation response optimization
- Markovian stochastic approximation with expanding projections
- scientific article; zbMATH DE number 718744 (Why is no real title available?)
- Simulation-based optimization—convergence analysis and statistical inference
- Towards logistics systems parameter optimisation through the use of response surfaces
- Stochastic Nelder-Mead simplex method -- a new globally convergent direct search method for simulation optimization
- Solving fuzzy queueing decision problems via a parametric mixed integer nonlinear programming method
- Truncated stochastic approximation with moving bounds: convergence
- Application of stochastic approximation in technical design
- How does a stochastic optimization/approximation algorithm adapt to a randomly evolving optimum/root with jump Markov sample paths
- Stochastic approximation algorithm for industrial process optimisation
- Asymptotic behavior of truncated stochastic approximation procedures
- Adaptive random search for continuous simulation optimization
- Multidimensional stochastic approximation
- An Asymptotically Optimal Set Approach for Simulation Optimization
- A direct search method for unconstrained quantile-based simulation optimization
- Rate of convergence of truncated stochastic approximation procedures with moving bounds
- Using stochastic optimization methods for stock selling decision making and option pricing: numerics and bias and variance dependent convergence rates
- Stabilization of stochastic approximation by step size adaptation
- scientific article; zbMATH DE number 1946759 (Why is no real title available?)
- Convergence of Markovian stochastic approximation with discontinuous dynamics
- Convergence of a stochastic approximation version of the EM algorithm
This page was built for publication: A Stochastic Approximation Algorithm with Varying Bounds
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4887726)