The following pages link to (Q3527701):
Displaying 50 items.
- Robust adaptive Metropolis algorithm with coerced acceptance rate (Q116440) (← links)
- A constrained optimization perspective on actor-critic algorithms and application to network routing (Q286519) (← links)
- Multiscale Q-learning with linear function approximation (Q312650) (← links)
- Estimating the position of a moving object based on test disturbance of camera position (Q315125) (← links)
- Learning to control a structured-prediction decoder for detection of HTTP-layer DDoS attackers (Q331696) (← links)
- Oja's algorithm for graph clustering, Markov spectral decomposition, and risk sensitive control (Q361011) (← links)
- Distributed caching over heterogeneous mobile networks (Q373454) (← links)
- Stochastic approximation with long range dependent and heavy tailed noise (Q383264) (← links)
- Stability and delay of distributed scheduling algorithms for networks of conflicting queues (Q383296) (← links)
- Robust adaptive dynamic programming for linear and nonlinear systems: an overview (Q397504) (← links)
- Truncated stochastic approximation with moving bounds: convergence (Q398576) (← links)
- Stochastic fictitious play with continuous action sets (Q403729) (← links)
- Stochastic averaging and stochastic extremum seeking (Q430522) (← links)
- An online actor-critic algorithm with function approximation for constrained Markov decision processes (Q438776) (← links)
- On stochastic gradient and subgradient methods with adaptive steplength sequences (Q445032) (← links)
- Stabilization of stochastic approximation by step size adaptation (Q450652) (← links)
- A stochastic Kaczmarz algorithm for network tomography (Q462380) (← links)
- Newton-based stochastic optimization using \(q\)-Gaussian smoothed functional algorithms (Q472587) (← links)
- On learning dynamics underlying the evolution of learning rules (Q487335) (← links)
- Rate of convergence of truncated stochastic approximation procedures with moving bounds (Q523725) (← links)
- The Borkar-Meyn theorem for asynchronous stochastic approximations (Q553371) (← links)
- An actor-critic algorithm with function approximation for discounted cost constrained Markov decision processes (Q616967) (← links)
- A mean field approach for optimization in discrete time (Q633816) (← links)
- Random algorithms for convex minimization problems (Q644912) (← links)
- Near-optimal stochastic approximation for online principal component estimation (Q681490) (← links)
- Stochastic approximation search algorithms with randomization at the input (Q747226) (← links)
- A stopping rule for stochastic approximation (Q900181) (← links)
- Reinforcement learning algorithms with function approximation: recent advances and applications (Q903601) (← links)
- High-dimensional exploratory item factor analysis by a Metropolis-Hastings Robbins-Monro algorithm (Q971529) (← links)
- Finite dimensional approximation and Newton-based algorithm for stochastic approximation in Hilbert space (Q976221) (← links)
- Reinforcement learning, sequential Monte Carlo and the EM algorithm (Q1615400) (← links)
- An incremental off-policy search in a model-free Markov decision process using a single sample path (Q1621868) (← links)
- An online prediction algorithm for reinforcement learning with linear function approximation using cross entropy method (Q1631797) (← links)
- Convergence and efficiency of adaptive importance sampling techniques with partial biasing (Q1637382) (← links)
- A convergence analysis of the perturbed compositional gradient flow: averaging principle and normal deviations (Q1659690) (← links)
- An adaptive learning model with foregone payoff information (Q1674985) (← links)
- Asymptotic behavior of truncated stochastic approximation procedures (Q1678527) (← links)
- Approachability in Stackelberg stochastic games with vector costs (Q1707454) (← links)
- Negatively reinforced balanced urn schemes (Q1738316) (← links)
- Q-learning for Markov decision processes with a satisfiability criterion (Q1749413) (← links)
- Simulation optimization of risk measures with adaptive risk levels (Q1753134) (← links)
- Error bounds for constant step-size \(Q\)-learning (Q1932736) (← links)
- Convergence and convergence rate of stochastic gradient search in the case of multiple and non-isolated extrema (Q2018557) (← links)
- Stochastic approximation on Riemannian manifolds (Q2020323) (← links)
- Conservative set valued fields, automatic differentiation, stochastic gradient methods and deep learning (Q2039229) (← links)
- Inexact stochastic subgradient projection method for stochastic equilibrium problems with nonmonotone bifunctions: application to expected risk minimization in machine learning (Q2045021) (← links)
- Incremental without replacement sampling in nonconvex optimization (Q2046568) (← links)
- Fast incremental expectation maximization for finite-sum optimization: nonasymptotic convergence (Q2058782) (← links)
- Financial replicator dynamics: emergence of systemic-risk-averting strategies (Q2090255) (← links)
- Reference points and learning (Q2138367) (← links)
