Suchergebnisse - "stochastic approximation algorithm"

Performance of a Distributed Stochastic Approximation Algorithm von Bianchi, Pascal, Fort, Gersende, Hachem, Walid

“… In this paper, a distributed stochastic approximation algorithm is studied. Applications of such algorithms include decentralized estimation, optimization, control or computing …”
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Distributed Stochastic Approximation Algorithm With Expanding Truncations von Lei, Jinlong, Chen, Han-Fu

“… In this paper, a novel distributed stochastic approximation algorithm (DSAA) is proposed to seek roots of the sum of local functions, each of which is associated with an agent from multiple agents connected over a network …”
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A simultaneous perturbation stochastic approximation algorithm for broadband noise control von Li, Shanjun, Jin, Guoyong, Wu, Muyun, Chen, Yukun, Ye, Tiangui

“… Simultaneous perturbation stochastic approximation (SPSA) algorithm, an algorithm without secondary path modeling, has been applied to active noise control by …”
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Adaptive stochastic approximation algorithm von Kresoja, Milena, Lužanin, Zorana, Stojkovska, Irena

“… In this paper, stochastic approximation (SA) algorithm with a new adaptive step size scheme is proposed. New adaptive step size scheme uses a fixed number of …”
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Consensus of networked nonlinear systems based on the distributed stochastic approximation algorithm von Feng, Wenhui, Wang, Liying

“… In addition, the communication noise is also under consideration. The purely distributed control algorithm is designed on the basis of distributed stochastic approximation algorithm with expanding truncations (DSAAWET …”
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Quasi-Newton simultaneous perturbation stochastic approximation algorithm for broadband active noise control (L) von Sun, Ruquan, Li, Tianyou, Zeng, Xiaofeng, Zou, Haishan, Chen, Kai, Lu, Jing

“… This Letter proposes an active noise control (ANC) algorithm that integrates the simultaneous perturbation stochastic approximation (SPSA) algorithm with the …”
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A stepwise simultaneous perturbation stochastic approximation algorithm for stability improvement of active noise control systems von Liang, Chao, Ripamonti, Francesco, Karimi, Hamid Reza, Wrona, Stanisław, Pawełczyk, Marek

“… Simultaneous perturbation stochastic approximation (SPSA) has been widely investigated in active noise control (ANC) due to its model-free nature, which …”
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c-SPSA: Cluster-wise simultaneous perturbation stochastic approximation algorithm and its application to dynamic origin–destination matrix estimation von Tympakianaki, Athina, Koutsopoulos, Haris N., Jenelius, Erik

“… •c-SPSA, a modified SPSA algorithm is proposed for dynamic OD matrix estimation.•Unknown elements are segmented in homogenous clusters.•Gradient is estimated …”
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A distributed stochastic approximation algorithm for stochastic LQ control with unknown uncertainty von Zhang, Zhaorong, Xu, Juanjuan, Li, Xun

“… We design a distributed stochastic approximation algorithm to tackle the Riccati equation and derive the optimal controller stabilizing the system …”
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CVaR HEDGING USING QUANTIZATION-BASED STOCHASTIC APPROXIMATION ALGORITHM von Bardou, O., Frikha, N., Pagès, G.

“… : a stochastic approximation algorithm, optimal quantization, and variance reduction techniques …”
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Tracking Control for Nonlinear Nonparametric Systems Based on the Stochastic Approximation Algorithm von Feng, Wenhui, Zhao, Shixin

“… The control algorithm is designed on the basis of the stochastic approximation algorithm with expanding truncations, and it is found that there is a tradeoff between the growth rate of the dynamical …”
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Model-free active noise control using second-order simultaneous perturbation stochastic approximation algorithm for periodic noise von Duan, Zhehua, Han, Ning, Zhang, Tian

“… Model-free active noise control (ANC) using simultaneous perturbation stochastic approximation (SPSA) algorithm has recently attracted interest of researchers …”
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A multilevel stochastic approximation algorithm for value-at-risk and expected shortfall estimation von Crépey, Stéphane, Frikha, Noufel, Louzi, Azar

“… In this framework, for a prescribed accuracy ε , the optimal complexity of a nested stochastic approximation algorithm is shown to be of the order ε − 3 …”
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A simplified Newton stochastic approximation algorithm estimating the hazard function of censored data von Mokkadem, Abdelkader, Pambo-Bello, Kowir, Pelletier, Mariane

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A simultaneous perturbation stochastic approximation algorithm for coupled well placement and control optimization under geologic uncertainty von Li, Lianlin, Jafarpour, Behnam, Mohammad-Khaninezhad, M. Reza

“… Development of subsurface energy and environmental resources can be improved by tuning important decision variables such as well locations and operating rates …”
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Technical note: Finite‐time regret analysis of Kiefer‐Wolfowitz stochastic approximation algorithm and nonparametric multi‐product dynamic pricing with unknown demand von Hong, L. Jeff, Li, Chenghuai, Luo, Jun

“… We consider the problem of nonparametric multi‐product dynamic pricing with unknown demand and show that the problem may be formulated as an online model‐free …”
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Distributed dynamic stochastic approximation algorithm over time-varying networks von Fu, Kewei, Chen, Han-Fu, Zhao, Wenxiao

“… In this paper, a distributed stochastic approximation algorithm is proposed to track the dynamic root of a sum of time-varying regression functions over a network …”
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Outlier robust stochastic approximation algorithm for identification of MIMO Hammerstein models von Filipovic, Vojislav Z.

“… are: (i) design of robust stochastic approximation algorithm for MIMO Hammerstein models using robust statistics (Huber’s theory); (ii …”
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Analysis of a stochastic approximation algorithm for computing quasi-stationary distributions von Blanchet, J., Glynn, P., Zheng, S.

“… We study the convergence properties of a Monte Carlo estimator proposed in the physics literature to compute the quasi-stationary distribution on a transient …”
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An Introduction to Development of Centralized and Distributed Stochastic Approximation Algorithm with Expanding Truncations von Zhao, Wenxiao

“… The stochastic approximation algorithm (SAA), starting from the pioneer work by Robbins and Monro in 1950s, has been successfully applied in systems and control, statistics, machine learning, and so forth …”
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