NN-approach to design of the optimal stochastic approximation algorithms

Necessary and sufficient conditions for convergence of stochastic approximation algorithms under arbitrary disturbances

Proceedings of 1995 34th IEEE Conference on Decision and Control ◽

10.1109/cdc.1995.479197 ◽

2002 ◽

Cited By ~ 2

Author(s):

S.R. Kulkarni ◽

C.S. Horn

Keyword(s):

Approximation Algorithms ◽

Stochastic Approximation ◽

Sufficient Conditions ◽

Necessary And Sufficient Conditions ◽

Sufficient Conditions For Convergence ◽

Necessary And Sufficient

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Linear and Nonlinear Stochastic Approximation Algorithms for Learning Systems

Pattern Recognition and Machine Learning ◽

10.1007/978-1-4615-7566-5_2 ◽

1971 ◽

pp. 18-28

Author(s):

Y. T. Chien

Keyword(s):

Approximation Algorithms ◽

Stochastic Approximation ◽

Learning Systems ◽

Linear And Nonlinear

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Randomized Difference Two-Timescale Simultaneous Perturbation Stochastic Approximation Algorithms for Simulation Optimization of Hidden Markov Models

10.21236/ada637176 ◽

2000 ◽

Cited By ~ 2

Author(s):

Shalabh Bhatnagar ◽

Michael C. Fu ◽

Steven I. Marcus ◽

Shashank Bhatnagar

Keyword(s):

Approximation Algorithms ◽

Hidden Markov Models ◽

Stochastic Approximation ◽

Markov Models ◽

Hidden Markov ◽

Simulation Optimization ◽

Simultaneous Perturbation Stochastic Approximation

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Formal analysis for practical gain sequence selection in recursive stochastic approximation algorithms

2013 47th Annual Conference on Information Sciences and Systems (CISS) ◽

10.1109/ciss.2013.6552320 ◽

2013 ◽

Author(s):

Qi Wang

Keyword(s):

Approximation Algorithms ◽

Stochastic Approximation ◽

Formal Analysis ◽

Sequence Selection

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Convergence Rates and Decoupling in Linear Stochastic Approximation Algorithms

SIAM Journal on Control and Optimization ◽

10.1137/14095707x ◽

2015 ◽

Vol 53 (3) ◽

pp. 1484-1508 ◽

Cited By ~ 3

Author(s):

Michael A. Kouritzin ◽

Samira Sadeghi

Keyword(s):

Approximation Algorithms ◽

Stochastic Approximation ◽

Convergence Rates

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Stochastic approximation algorithms: examples

Partially Observed Markov Decision Processes ◽

10.1017/cbo9781316471104.022 ◽

2016 ◽

pp. 380-424

Author(s):

Vikram Krishnamurthy

Keyword(s):

Approximation Algorithms ◽

Stochastic Approximation

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Stochastic approximation algorithms with constant step size whose average is cooperative

10.1214/aoap/1029962603 ◽

1999 ◽

Vol 9 (1) ◽

pp. 216-241 ◽

Cited By ~ 18

Author(s):

Michel Benaïm ◽

Morris W. Hirsch

Keyword(s):

Approximation Algorithms ◽

Stochastic Approximation ◽

Step Size

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The Compact Law of the Iterated Logarithm for Multivariate Stochastic Approximation Algorithms

Stochastic Analysis and Applications ◽

10.1081/sap-200044470 ◽

2005 ◽

Vol 23 (1) ◽

pp. 181-203

Author(s):

Abdelkader Mokkadem ◽

Mariane Pelletier

Keyword(s):

Approximation Algorithms ◽

Stochastic Approximation ◽

Iterated Logarithm

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Stochastic approximation algorithms for risk-adjusted quadratic stability

Proceedings of the 41st IEEE Conference on Decision and Control, 2002. ◽

10.1109/cdc.2002.1184867 ◽

2003 ◽

Author(s):

Xiang Li ◽

C.M. Lagoa

Keyword(s):

Approximation Algorithms ◽

Stochastic Approximation ◽

Quadratic Stability

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Stochastic Approximation Algorithms

Stochastic Recursive Algorithms for Optimization - Lecture Notes in Control and Information Sciences ◽

10.1007/978-1-4471-4285-0_3 ◽

2013 ◽

pp. 17-28 ◽

Cited By ~ 1

Author(s):

S. Bhatnagar ◽

H. Prasad ◽

L. Prashanth

Keyword(s):

Approximation Algorithms ◽

Stochastic Approximation

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