Adaptive stepsizes for recursive estimation with applications in approximate dynamic programming
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Publication:851872
DOI10.1007/S10994-006-8365-9zbMATH Open1475.90122OpenAlexW2146917784MaRDI QIDQ851872FDOQ851872
Authors: Abraham George, Warren Powell 
Publication date: 22 November 2006
Published in: Machine Learning (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10994-006-8365-9
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Cited In (24)
- ASD+M: automatic parameter tuning in stochastic optimization and on-line learning
- Minimizing total tardiness in a stochastic single machine scheduling problem using approximate dynamic programming
- A stochastic gradient method for a class of nonlinear PDE-constrained optimal control problems under uncertainty
- An inexact restoration-nonsmooth algorithm with variable accuracy for stochastic nonsmooth convex optimization problems in machine learning and stochastic linear complementarity problems
- Convergence Rates and Decoupling in Linear Stochastic Approximation Algorithms
- Cross-docking based factory logistics unitisation process: an approximate dynamic programming approach
- Scalable estimation strategies based on stochastic approximations: classical results and new insights
- A Stochastic Line Search Method with Expected Complexity Analysis
- Autonomous reinforcement learning with experience replay
- Block-cyclic stochastic coordinate descent for deep neural networks
- Approximate dynamic programming for lateral transshipment problems in multi-location inventory systems
- Projected Stochastic Gradients for Convex Constrained Problems in Hilbert Spaces
- Risk-Averse Approximate Dynamic Programming with Quantile-Based Risk Measures
- Integrated condition-based maintenance and multi-item lot-sizing with stochastic demand
- A tutorial on value function approximation for stochastic and dynamic transportation
- Adaptive step-size selection for state-space probabilistic differential equation solvers
- Probabilistic Line Searches for Stochastic Optimization
- Bayesian Exploration for Approximate Dynamic Programming
- A stochastic successive minimization method for nonsmooth nonconvex optimization with applications to transceiver design in wireless communication networks
- An approximated dynamic programming model for the supply vessel fleet sizing problem
- Benchmarking a Scalable Approximate Dynamic Programming Algorithm for Stochastic Control of Grid-Level Energy Storage
- Reinforcement learning algorithms with function approximation: recent advances and applications
- Stochastic model predictive control with adaptive constraint tightening for non-conservative chance constraints satisfaction
- A unified framework for stochastic optimization
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