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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
Download Full-text
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References
On conditions for convergence rates of stochastic approximation algorithms
Proceedings of the 36th IEEE Conference on Decision and Control
◽
10.1109/cdc.1997.657113
◽
2002
◽
Author(s):
E.K.P. Chong
◽
I.-J. Wang
◽
S.R. Kulkarni
Keyword(s):
Approximation Algorithms
◽
Stochastic Approximation
◽
Convergence Rates
Download Full-text
Convergence rates of finite difference stochastic approximation algorithms part I: general sampling
10.1117/12.2228250
◽
2016
◽
Author(s):
Liyi Dai
Keyword(s):
Approximation Algorithms
◽
Finite Difference
◽
Stochastic Approximation
◽
Convergence Rates
Download Full-text
Noise conditions for prespecified convergence rates of stochastic approximation algorithms
IEEE Transactions on Information Theory
◽
10.1109/18.749035
◽
1999
◽
Vol 45
(2)
◽
pp. 810-814
◽
Cited By ~ 9
Author(s):
E.K.P. Chong
◽
I-Jeng Wang
◽
S.R. Kulkarni
Keyword(s):
Approximation Algorithms
◽
Stochastic Approximation
◽
Convergence Rates
Download Full-text
Convergence rates of finite difference stochastic approximation algorithms part II: implementation via common random numbers
10.1117/12.2228251
◽
2016
◽
Author(s):
Liyi Dai
Keyword(s):
Approximation Algorithms
◽
Finite Difference
◽
Stochastic Approximation
◽
Convergence Rates
◽
Random Numbers
◽
Common Random Numbers
Download Full-text
NN-approach to design of the optimal stochastic approximation algorithms
International Conference on Control '94
◽
10.1049/cp:19940173
◽
1994
◽
Cited By ~ 1
Author(s):
A.V. Nazin
Keyword(s):
Approximation Algorithms
◽
Stochastic Approximation
Download Full-text
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
Download Full-text
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
Download Full-text
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
Download Full-text
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
Download Full-text
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