The following pages link to (Q4720608):
Displaying 32 items.
- Value iteration and adaptive dynamic programming for data-driven adaptive optimal control design (Q313259) (← links)
- Recursive estimation in a class of models of deformation (Q389306) (← links)
- Truncated stochastic approximation with moving bounds: convergence (Q398576) (← links)
- Rate of convergence of truncated stochastic approximation procedures with moving bounds (Q523725) (← links)
- Limit theorems for some adaptive MCMC algorithms with subgeometric kernels (Q605038) (← links)
- Trajectory averaging for stochastic approximation MCMC algorithms (Q605929) (← links)
- A computational framework for empirical Bayes inference (Q637982) (← links)
- On adaptive Markov chain Monte Carlo algorithms (Q817970) (← links)
- On the ergodicity properties of some adaptive MCMC algorithms (Q862214) (← links)
- On asymptotic properties of a constant-step-size sign-error algorithm for adaptive filtering (Q865989) (← links)
- Importance sampling and statistical Romberg method (Q888470) (← links)
- On H-valued Robbins-Monro processes (Q915322) (← links)
- Adaptive Monte Carlo variance reduction for Lévy processes with two-time-scale stochastic approximation (Q931375) (← links)
- Q-learning algorithms with random truncation bounds and applications to effective parallel computing (Q946195) (← links)
- Almost sure convergence of randomly truncated stochastic algorithms under verifiable condi\-tions (Q952845) (← links)
- Robust adaptive importance sampling for normal random vectors (Q983877) (← links)
- Unconstrained recursive importance sampling (Q988764) (← links)
- Convergence and robustness of the Robbins-Monro algorithm truncated at randomly varying bounds (Q1095544) (← links)
- A combined algorithm for identification and approximation (Q1099561) (← links)
- On robustness of the Robbins-Monro method for parallel processing (Q1123520) (← links)
- Improved results on the robustness of stochastic approximation algorithms (Q1210230) (← links)
- Convergence analysis of dynamic stochastic approximation (Q1275559) (← links)
- Stochastic gradient algorithm with random truncations (Q1278958) (← links)
- Coupling importance sampling and multilevel Monte Carlo using sample average approximation (Q1657808) (← links)
- Asymptotic behavior of truncated stochastic approximation procedures (Q1678527) (← links)
- Markovian stochastic approximation with expanding projections (Q2448703) (← links)
- Convergence of Markovian Stochastic Approximation with Discontinuous Dynamics (Q2799358) (← links)
- Stochastic Recursive Inclusions in Two Timescales with Nonadditive Iterate-Dependent Markov Noise (Q3387930) (← links)
- On two numerical problems in applied probability : discretization of Stochastic Differential Equations and optimization of an expectation depending on a parameter (Q3451723) (← links)
- Optimizing Adaptive Importance Sampling by Stochastic Approximation (Q4584930) (← links)
- Liquidity Costs: A New Numerical Methodology and an Empirical Study (Q4682700) (← links)
- Continuous-Time Robust Dynamic Programming (Q5205609) (← links)
