The following pages link to (Q4858374):
Displaying 50 items.
- Multiscale Q-learning with linear function approximation (Q312650) (← links)
- Strategic interaction in trend-driven dynamics (Q372930) (← links)
- Invariant measures for frequently hypercyclic operators (Q406305) (← links)
- Brownian motion and parabolic Anderson model in a renormalized Poisson potential (Q441238) (← links)
- Stabilization of stochastic approximation by step size adaptation (Q450652) (← links)
- Optimal portfolio choice for a behavioural investor in continuous-time markets (Q470664) (← links)
- Robust target localization in the absence of signal propagation models (Q503153) (← links)
- Scaling limits for continuous opinion dynamics systems (Q640065) (← links)
- A generalized Kalman filter for fixed point approximation and efficient temporal-difference learning (Q859737) (← links)
- Nonclassical total probability formula and quantum interference of probabilities (Q868270) (← links)
- RealLife: the continuum limit of larger than life cellular automata (Q870839) (← links)
- Annealed asymptotics for Brownian motion of renormalized potential in mobile random medium (Q904712) (← links)
- Euclidean Gibbs measures of interacting quantum anharmonic oscillators (Q996841) (← links)
- Sample complexity for Markov chain self-tuner (Q1583211) (← links)
- Stability of annealing schemes and related processes (Q1589565) (← links)
- Tullock contests reward information advantages (Q1629620) (← links)
- An online prediction algorithm for reinforcement learning with linear function approximation using cross entropy method (Q1631797) (← links)
- Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem (Q1713474) (← links)
- Statistical estimation of the Shannon entropy (Q1734902) (← links)
- Pathwise asymptotics for Volterra type stochastic volatility models (Q2031006) (← links)
- Simultaneous small noise limit for singularly perturbed slow-fast coupled diffusions (Q2041038) (← links)
- Strong robustness to incomplete information and the uniqueness of a correlated equilibrium (Q2150438) (← links)
- On the construction and Malliavin differentiability of solutions of Lévy noise driven SDE's with singular coefficients (Q2253286) (← links)
- Simultaneous perturbation Newton algorithms for simulation optimization (Q2260692) (← links)
- Opinion dynamics with Lotka-Volterra type interactions (Q2279317) (← links)
- Best predictors in logarithmic distance between positive random variables (Q2288095) (← links)
- Large deviations for conditionally Gaussian processes: estimates of level crossing probability (Q2326521) (← links)
- A large deviation principle for empirical measures on Polish spaces: application to singular Gibbs measures on manifolds (Q2337829) (← links)
- Information in Tullock contests (Q2424308) (← links)
- Zero-sum risk-sensitive stochastic games on a countable state space (Q2434509) (← links)
- Levy multiplicative chaos and star scale invariant random measures (Q2447338) (← links)
- A further remark on dynamic programming for partially observed Markov processes (Q2485767) (← links)
- Avoidance of traps in stochastic approximation (Q2503522) (← links)
- Stochastic approximation with `controlled Markov' noise (Q2504641) (← links)
- Dynamic programming for ergodic control with partial observations. (Q2574544) (← links)
- Independence and atoms (Q2750907) (← links)
- On the Hamiltonicity Gap and doubly stochastic matrices (Q3055760) (← links)
- Conditional Central Limit Theorem (Q4602299) (← links)
- Uncorrelatedness and orthogonality for vector-valued processes (Q4813803) (← links)
- A two Timescale Stochastic Approximation Scheme for Simulation-Based Parametric Optimization (Q4950732) (← links)
- Statistical estimation of conditional Shannon entropy (Q4967803) (← links)
- Full Gradient DQN Reinforcement Learning: A Provably Convergent Scheme (Q5153609) (← links)
- Asymptotics of the Invariant Measure in Mean Field Models with Jumps (Q5168857) (← links)
- Modeling and estimation of stochastic transition rates in life insurance with regime switching based on generalized Cox processes (Q5210999) (← links)
- Two Time-Scale Stochastic Approximation with Controlled Markov Noise and Off-Policy Temporal-Difference Learning (Q5219302) (← links)
- Verification of General Markov Decision Processes by Approximate Similarity Relations and Policy Refinement (Q5348126) (← links)
- Mild solution to parabolic Anderson model in Gaussian and Poisson potential (Q5410923) (← links)
- Multiscale Stochastic Approximation for Parametric Optimization of Hidden Markov Models (Q5488556) (← links)
- Empirical Q-Value Iteration (Q5856670) (← links)
- Stochastic approximation algorithms: overview and recent trends. (Q5955825) (← links)
