Smoothed Functionals and Constrained Stochastic Approximation
From MaRDI portal
Recommendations
- Asymptotically optimal rate of convergence of smoothed stochastic recursive algorithms
- Stochastic iteration for a constrained optimization problem
- Smooth sample average approximation of stationary points in nonsmooth stochastic optimization and applications
- Algorithms for stochastic optimization with function or expectation constraints
- Convergence analysis of smoothed stochastic gradient-type algorithm
Cited in
(14)- Algorithms for stochastic optimization with function or expectation constraints
- Suboptimal Markovian smoothing estimates based on continuous curves of solutions of the algebraic Riccati inequality
- A smooth approximation approach for optimization with probabilistic constraints based on sigmoid function
- A stochastic moving balls approximation method over a smooth inequality constraint
- A smoothing function approach to joint chance-constrained programs
- Fitted value function iteration with probability one contractions
- Stochastic recursive algorithms for optimization. Simultaneous perturbation methods
- Analysis of search methods of optimization based on potential theory. I: Nonlocal properties
- How to optimize discrete-event systems from a single sample path by the score function method
- Nondifferentiable optimization via smooth approximation: General analytical approach
- Truncated Cauchy random perturbations for smoothed functional-based stochastic optimization
- Fully smoothed _1-TV models: bounds for the minimizers and parameter choice
- NSM constrained approximation of Lipschitz functions from data
- Smoothed functional algorithms for stochastic optimization using q-Gaussian distributions
This page was built for publication: Smoothed Functionals and Constrained Stochastic Approximation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3812047)
