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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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References
NN-approach to design of the optimal stochastic approximation algorithms
International Conference on Control '94
◽
10.1049/cp:19940173
◽
1994
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Cited By ~ 1
Author(s):
A.V. Nazin
Keyword(s):
Approximation Algorithms
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Stochastic Approximation
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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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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
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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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