Pages that link to "Item:Q1248264"

The following pages link to Stochastic approximation methods for constrained and unconstrained systems (Q1248264):

Displaying 42 items.

• Efficient and fast estimation of the geometric median in Hilbert spaces with an averaged stochastic gradient algorithm (Q89452) (← links)
• A method combining genetic algorithm with simultaneous perturbation stochastic approximation for linearly constrained stochastic optimization problems (Q266014) (← links)
• A constrained optimization perspective on actor-critic algorithms and application to network routing (Q286519) (← links)
• Stochastic forward-backward splitting for monotone inclusions (Q289110) (← links)
• Multiscale Q-learning with linear function approximation (Q312650) (← links)
• Randomized urn models revisited using stochastic approximation (Q363849) (← links)
• A smoothing stochastic algorithm for quantile estimation (Q395982) (← links)
• Stochastic fictitious play with continuous action sets (Q403729) (← links)
• Stabilization of stochastic approximation by step size adaptation (Q450652) (← links)
• Contractivity of a Markov operator on the space of normalised positive distributions (Q459422) (← links)
• Control: a perspective (Q463779) (← links)
• Convergence in models with bounded expected relative hazard rates (Q472194) (← links)
• Newton-based stochastic optimization using \(q\)-Gaussian smoothed functional algorithms (Q472587) (← links)
• IPA for continuous stochastic marked graphs (Q490547) (← links)
• Adaptive algorithms for first principal eigenvector computation (Q557636) (← links)
• Monte Carlo algorithms for optimal stopping and statistical learning (Q558680) (← links)
• Extremum seeking under stochastic noise and applications to mobile sensors (Q608424) (← links)
• Actor-Critic–Like Stochastic Adaptive Search for Continuous Simulation Optimization (Q5060521) (← links)
• Convergence of a Distributed Kiefer-Wolfowitz Algorithm (Q5084493) (← links)
• A Concentration Bound for Stochastic Approximation via Alekseev’s Formula (Q5113889) (← links)
• A Markov Chain Theory Approach to Characterizing the Minimax Optimality of Stochastic Gradient Descent (for Least Squares) (Q5136291) (← links)
• A simulation‐based algorithm for optimal pricing policy under demand uncertainty (Q5175839) (← links)
• Annealing adaptive search, cross-entropy, and stochastic approximation in global optimization (Q5198687) (← links)
• Recursive estimation algorithms for power controls of wireless communication networks (Q5320645) (← links)
• A New Recursive Estimation Method for Single Input Single Output Models (Q5346582) (← links)
• A Hebbian/Anti-Hebbian Neural Network for Linear Subspace Learning: A Derivation from Multidimensional Scaling of Streaming Data (Q5380287) (← links)
• STOCK LIQUIDATION VIA STOCHASTIC APPROXIMATION USING NASDAQ DAILY AND INTRA‐DAY DATA (Q5472786) (← links)
• Zeroth-order optimization with orthogonal random directions (Q6038668) (← links)
• Stochastic approximation with nondecaying gain: Error bound and data‐driven gain‐tuning (Q6054830) (← links)
• Simultaneous perturbation stochastic approximation: towards one-measurement per iteration (Q6076930) (← links)
• Convergence of stochastic approximation via martingale and converse Lyapunov methods (Q6097904) (← links)
• Stochastic approximation with discontinuous dynamics, differential inclusions, and applications (Q6103982) (← links)
• Invariance properties of the natural gradient in overparametrised systems (Q6115103) (← links)
• Convergence of the Kiefer–Wolfowitz algorithm in the presence of discontinuities (Q6159389) (← links)
• Multi-agent natural actor-critic reinforcement learning algorithms (Q6159507) (← links)
• Nonsmooth optimization by Lie bracket approximations into random directions (Q6161345) (← links)
• Stochastic approximation procedures for Lévy-driven SDEs (Q6161557) (← links)
• Convergence of gradient algorithms for nonconvex \(C^{1+ \alpha}\) cost functions (Q6167107) (← links)
• A randomized multi-index sequential Monte Carlo method (Q6172156) (← links)
• Improving reinforcement learning algorithms: Towards optimal learning rate policies (Q6196297) (← links)
• Independent learning in stochastic games (Q6200215) (← links)
• Truncated Cauchy random perturbations for smoothed functional-based stochastic optimization (Q6491100) (← links)