Stochastic recursive algorithms for optimization. Simultaneous perturbation methods
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- Newton-based stochastic optimization using \(q\)-Gaussian smoothed functional algorithms
- Simultaneous perturbation Newton algorithms for simulation optimization
- Stochastic optimisation with inequality constraints using simultaneous perturbations and penalty functions
- Actor-critic algorithms with online feature adaptation
- Derivative-free optimization methods
- Quasi-Newton smoothed functional algorithms for unconstrained and constrained simulation optimization
- A simulation-based algorithm for optimal pricing policy under demand uncertainty
- Truncated Cauchy random perturbations for smoothed functional-based stochastic optimization
- Recursive Stochastic Algorithms for Global Optimization in $\mathbb{R}^d $
- Stochastic optimization of forward recursive functions
- Gradient-based adaptive stochastic search for simulation optimization over continuous space
- Generalization of a result of Fabian on the asymptotic normality of stochastic approximation
- Stochastic approximation procedures for Lévy-driven SDEs
- Risk-Sensitive Reinforcement Learning via Policy Gradient Search
- Optimal random perturbations for stochastic approximation using a simultaneous perturbation gradient approximation
- Optimal experimental design: formulations and computations
- Multiscale Q-learning with linear function approximation
- Introduction to Stochastic Search and Optimization
- A model for data transmission and its optimization
- Smoothed functional-based gradient algorithms for off-policy reinforcement learning: a non-asymptotic viewpoint
- Iterative learning control using faded measurements without system information: a gradient estimation approach
- Nested kriging predictions for datasets with a large number of observations
- Modeling and control of data transmission
- Quantum simulation of the ground-state Stark effect in small molecules: a case study using IBM Q
- Simulation methods for robust risk assessment and the distorted mix approach
- Variable ansatz applied to spectral operator decomposition in a physical superconducting quantum device
- Learning equilibrium mean‐variance strategy
- On Choosing Parameters in Retrospective-Approximation Algorithms for Stochastic Root Finding and Simulation Optimization
- Variance-constrained actor-critic algorithms for discounted and average reward MDPs
- Recurrent neural networks as optimal mesh refinement strategies
- Risk-constrained reinforcement learning with percentile risk criteria
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