Pages that link to "Item:Q4006251"

The following pages link to Multivariate stochastic approximation using a simultaneous perturbation gradient approximation (Q4006251):

Displaying 50 items.

• Stopping rules for optimization algorithms based on stochastic approximation (Q289128) (← links)
• Stochastic derivative-free optimization using a trust region framework (Q301671) (← 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)
• Interval type-2 recurrent fuzzy neural system for nonlinear systems control using stable simultaneous perturbation stochastic approximation algorithm (Q410256) (← links)
• An option-based revenue management procedure for strategic airline alliances (Q421687) (← links)
• Theoretical research on reservoir closed-loop production management (Q424984) (← links)
• A new hybrid method for solving global optimization problem (Q426339) (← 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)
• Parallel deterministic and stochastic global minimization of functions with very many minima (Q461454) (← links)
• Newton-based stochastic optimization using \(q\)-Gaussian smoothed functional algorithms (Q472587) (← links)
• Analysis of practical step size selection in stochastic approximation algorithms (Q492853) (← links)
• Parameterized Markov decision process and its application to service rate control (Q492972) (← links)
• Data-based analysis of discrete-time linear systems in noisy environment: controllability and observability (Q508746) (← links)
• Large-scale history matching with quadratic interpolation models (Q509795) (← links)
• A simultaneous perturbation stochastic approximation algorithm for coupled well placement and control optimization under geologic uncertainty (Q509805) (← links)
• Convergence guarantees for generalized adaptive stochastic search methods for continuous global optimization (Q613428) (← links)
• An actor-critic algorithm with function approximation for discounted cost constrained Markov decision processes (Q616967) (← links)
• A one-measurement form of simultaneous perturbation stochastic approximation (Q674970) (← links)
• Uncertainty quantification of reservoir performance predictions using a stochastic optimization algorithm (Q695703) (← links)
• On optimization algorithms for the reservoir oil well placement problem (Q710645) (← links)
• Reservoir uncertainty tolerant, proactive control of intelligent wells (Q722863) (← links)
• Improved variational Bayes inference for transcript expression estimation (Q743618) (← links)
• Stochastic approximation search algorithms with randomization at the input (Q747226) (← links)
• Policy gradient in Lipschitz Markov decision processes (Q747252) (← links)
• Performance analysis of the simultaneous perturbation stochastic approximation algorithm on the noisy sphere model (Q764356) (← links)
• Efficient and direct estimation of the variance-covariance matrix in EM algorithm with interpolation method (Q826966) (← links)
• A Bayesian stochastic approximation method (Q826995) (← links)
• A combined direction stochastic approximation algorithm (Q845559) (← links)
• Actor-critic algorithms for hierarchical Markov decision processes (Q856510) (← links)
• Simulation optimization for revenue management of airlines with cancellations and overbooking (Q858602) (← links)
• Simultaneous perturbation stochastic approximation of nonsmooth functions (Q877602) (← links)
• Extremum seeking of dynamical systems via gradient descent and stochastic approximation methods (Q889000) (← links)
• A stopping rule for stochastic approximation (Q900181) (← links)
• Efficient Monte Carlo computation of Fisher information matrix using prior information (Q962252) (← links)
• Shape optimal design of arch dams including dam-water-foundation rock interaction using a grading strategy and approximation concepts (Q971988) (← links)
• How does a stochastic optimization/approximation algorithm adapt to a randomly evolving optimum/root with jump Markov sample paths (Q1016349) (← links)
• Stochastic approximation of global minimum points (Q1338378) (← links)
• Constrained optimization via stochastic approximation with a simultaneous perturbation gradient approximation (Q1360464) (← links)
• Constrained stochastic estimation algorithms for a class of hybrid stock market models (Q1407240) (← links)
• Accelerated randomized stochastic optimization. (Q1434014) (← links)
• Almost surely convergent global optimziation algorithm using noise-corrupted observations (Q1579659) (← links)
• An incremental off-policy search in a model-free Markov decision process using a single sample path (Q1621868) (← links)
• On stochastic extremum seeking via adaptive perturbation-demodulation loop (Q1626541) (← links)
• Global convergence rate analysis of unconstrained optimization methods based on probabilistic models (Q1646566) (← links)
• Stochastic optimization using a trust-region method and random models (Q1646570) (← links)
• Theoretical connections between optimization algorithms based on an approximate gradient (Q1663476) (← links)
• Variance-constrained actor-critic algorithms for discounted and average reward MDPs (Q1689603) (← links)
• A unified formulation for generalized oilfield development optimization (Q1702333) (← links)