A one-measurement form of simultaneous perturbation stochastic approximation
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Cites work
- scientific article; zbMATH DE number 51379 (Why is no real title available?)
- scientific article; zbMATH DE number 177230 (Why is no real title available?)
- scientific article; zbMATH DE number 774841 (Why is no real title available?)
- scientific article; zbMATH DE number 3431710 (Why is no real title available?)
- Acceleration of Stochastic Approximation by Averaging
- Constrained optimization via stochastic approximation with a simultaneous perturbation gradient approximation
- Multivariate stochastic approximation using a simultaneous perturbation gradient approximation
- On Asymptotic Normality in Stochastic Approximation
- On the use of an SPSA-based model-free controller in quality improvement
Cited in
(33)- Stochastic approximation with nondecaying gain: Error bound and data‐driven gain‐tuning
- Polyak's method based on the stochastic Lyapunov function for justifying the consistency of estimates produced by a stochastic approximation search algorithm under an unknown-but-bounded noise
- The stochastic approximation method for the estimation of a multivariate probability density
- Three-string inharmonic networks
- Recursive estimators of integrated squared density derivatives
- Simultaneous perturbation stochastic approximation: towards one-measurement per iteration
- Simulation response optimization via direct conjugate direction method
- Designing inharmonic strings
- Variance-constrained actor-critic algorithms for discounted and average reward MDPs
- Adaptive control using stochastic approach for unknown but bounded disturbances and its application in balancing control
- Stochastic approximation for expensive one-bit feedback systems
- No-regret learning for repeated non-cooperative games with lossy bandits
- Actor-critic algorithms for hierarchical Markov decision processes
- A randomized stochastic optimization algorithm: its estimation accuracy
- The multivariate Révész's online estimator of a regression function and its averaging
- Online estimation of hazard rate under random censoring
- Multiscale Q-learning with linear function approximation
- An alternating variable method with varying replications for simulation response optimization
- Simultaneous perturbation Newton algorithms for simulation optimization
- Sampled-data extremum-seeking framework for constrained optimization of nonlinear dynamical systems
- Online estimation of integrated squared density derivatives
- Stochastic approximation search algorithms with randomization at the input
- A compact law of the iterated logarithm for online estimator of hazard rate under random censoring
- Simultaneous perturbation stochastic approximation with norm-limited update vector
- Accelerated randomized stochastic optimization.
- On stochastic extremum seeking via adaptive perturbation-demodulation loop
- Stochastic relaxed inertial forward-backward-forward splitting for monotone inclusions in Hilbert spaces
- Revisiting the ODE method for recursive algorithms: fast convergence using quasi stochastic approximation
- New algorithms of the Q-learning type
- Reinforcement learning based algorithms for average cost Markov decision processes
- A companion for the Kiefer-Wolfowitz-Blum stochastic approximation algorithm
- Fuzzy age-dependent replacement policy and SPSA algorithm based-on fuzzy simulation
- Derivative-free optimization over multi-user MIMO networks
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