Výsledky vyhledávání - "stochastic approximation algorithm"

Recursive identification of nonlinear nonparametric systems under event-triggered observations Autor Ren, Xiaotao, Zhao, Wenxiao, Zhang, Han

“… Second, a recursive identification algorithm is proposed with the help of a kernel-based stochastic approximation algorithm with expanding truncations (SAAWET…”
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Bernstein polynomial of recursive regression estimation with censored data Autor Slaoui, Yousri

“… For this purpose, we consider a new recursive estimator based on the stochastic approximation algorithm and Bernstein polynomials of the regression function when the response random variable…”
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Detection of Homophilic Communities and Coordination of Interacting Meta-Agents: A Game-Theoretic Viewpoint Autor Gharehshiran, Omid Namvar, Hoiles, William, Krishnamurthy, Vikram

“… A stochastic gradient algorithm is given to optimize the external influence signal in real time to minimize the Type-II error probabilities of the detection test subject to specified…”
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Dynamics of a Population Subject to Impulse Type Random Loss Autor Carkovs, Jevgeņijs, Šadurskis, Kārlis

“… We propose a probabilistic limit theorem based stochastic approximation algorithm for the qualitative analysis of the above…”
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Smoothing Spline ANOVA Frailty Model for Recurrent Event Data Autor Du, Pang, Jiang, Yihua, Wang, Yuedong

“… and parameters in the frailty distribution using a combination of the Newton-Raphson procedure, the stochastic approximation algorithm (SAA…”
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Building Up an Illiquid Stock Position Subject to Expected Fund Availability: Optimal Controls and Numerical Methods Autor Lu, Xianggang, Yin, George, Zhang, Qing, Zhang, Caojin, Guo, Xianping

“…This paper is concerned with modeling, analysis, and numerical methods for stochastic optimal control of an illiquid stock position build-up. The stock price…”
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Adaptive stepsize selection for tracking in a regime-switching environment Autor Costa, Andre, Vázquez-Abad, Felisa J.

“…We consider the problem of using a stochastic approximation algorithm to perform online tracking in a non-stationary environment characterised by abrupt “regime changes…”
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Risk-averse constrained blackbox optimization under mixed aleatory/epistemic uncertainties Autor Audet, Charles, Bigeon, Jean, Couderc, Romain, Kokkolaras, Michael

“…This paper addresses risk-averse constrained optimization problems where the objective and constraint functions can only be computed by a blackbox subject to unknown uncertainties…”
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Recursive kernel estimator in a semiparametric regression model Autor Nkou, Emmanuel De Dieu

“… It's a recursive method based on a stochastic approximation algorithm of the kernel version. The asymptotic normality of the proposed estimator is also proved…”
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Decentralized Optimal Control for Linear Stochastic Systems with Control Signals subject to Unknown Noises Autor Zhang, Zhaorong, Xu, Juanjuan, Fu, Minyue, Li, Xun

“… The stabilizing and optimal control strategies are acquired by designing a novel stochastic approximation algorithm recursively evaluating the zero points of certain matrix equations…”
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Review Of Stochastic Approximation Algorithms And Applications [Book Reviews] Autor Spall, J.C.

“…An overview is given of stochastic approximation (SA), as subject of considerable interest for nearly half a century…”
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Quasi-Stochastic Approximation and Off-Policy Reinforcement Learning Autor Bernstein, Andrey, Chen, Yue, Colombino, Marcello, Dall'Anese, Emiliano, Mehta, Prashant, Meyn, Sean

“…The Robbins-Monro stochastic approximation algorithm is a foundation of many algorithmic frameworks for reinforcement learning (RL…”
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A New Hybrid Simulated Annealing Algorithm for Large Scale Global Optimization Autor Kadry, Seifedine N, El Hami, Abdelkhalak

“…The present paper focus on the improvement of the efficiency of structural optimization, in typical structural optimization problems there may be many locally…”
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Optimal experiment design for nonlinear models subject to large prior uncertainties Autor Walter, E, Pronzato, L

“… of a functional of the Fisher information matrix. This optimization is performed with a stochastic approximation algorithm that makes robust experiment design almost as simple as classical D-optimal design…”
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Stochastic approximation on non-compact measure spaces and application to measure-valued Pólya processes Autor Mailler, Cécile, Villemonais, Denis

“…Our main result is to prove almost-sure convergence of a stochastic-approximation algorithm defined on the space of measures on a non-compact space…”
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Risk averse constrained blackbox optimization under mixed aleatory/epistemic uncertainties Autor Audet, Charles, Bigeon, Jean, Couderc, Romain, Kokkolaras, Michael

“…This paper addresses risk averse constrained optimization problems where the objective and constraint functions can only be computed by a blackbox subject to unknown uncertainties…”
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Risk-averse optimal control of random elliptic variational inequalities Autor Amal Alphonse, Geiersbach, Caroline, Hintermüller, Michael, Surowiec, Thomas M

“… We also propose a path-following stochastic approximation algorithm using variance reduction techniques and demonstrate the algorithm on a modified benchmark problem…”
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Empirical analysis of real time pricing mechanisms for demand side management: contemporary review Autor Mahmud, Asm Ashraf, Sant, Paul, Tariq, Faisal, Jazani, David

“… a stochastic iterative process with simultaneous perturbation stochastic approximation algorithm…”
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Adaptive stepsize selection for tracking in a non-stationary environment: a new pre-emptive approach Autor Costa, A., Vazquez-Abad, F.J.

“…We consider the problem of using a stochastic approximation algorithm to perform online tracking in a non-stationary environment characterized by infrequent and sudden "regime changes…”
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Stochastic Variance Reduction for DR-Submodular Maximization Autor Lian, Yuefang, Du, Donglei, Wang, Xiao, Xu, Dachuan, Zhou, Yang

“… In this paper, we introduce two projection-free stochastic approximation algorithms for maximizing diminishing return (DR…”
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