Results 51 to 60 of about 1,967 (149)
Stability and Convergence of Stochastic Approximation using the O.D.E. Method [PDF]
, 1998 It is shown that the stability of the stochastic approximation algorithm is implied by the asymptotic stability of the origin for an associated ODE. This in turn implies convergence of the algorithm.
Meyn, SP, Borkar, VS
core
On Boundedness of Q-Learning Iterates for Stochastic Shortest Path Problems [PDF]
, 2012 We consider a totally asynchronous stochastic approximation algorithm, Q-learning, for solving finite space stochastic shortest path (SSP) problems, which are undiscounted, total cost Markov decision processes with an absorbing and cost-free state.
Yu, Huizhen +3 more
core +1 more source
Liquidity Crises and the Market‐Maker of Last Resort
Journal of Money, Credit and Banking, EarlyView.Abstract We study market illiquidity in an economy subject to nonfundamental shocks. Asset trading occurs via decentralized bargaining. The model has multiple rational expectations equilibria; we associate certain Pareto‐inferior equilibria with liquidity crises.
CHARLES M. KAHN +2 more
wiley +1 more source
A Model of Strategic Sustainable Investment
Mathematical Finance, EarlyView.ABSTRACT We study a problem of optimal irreversible investment and emission reduction formulated as a nonzero‐sum dynamic game between an investor with environmental preferences and a firm. The game is set in continuous‐time on an infinite‐time horizon.
Tiziano De Angelis +2 more
wiley +1 more source
Multi‐Scale Hybrid Modeling to Predict Cell Culture Process With Metabolic Phase Transitions
Biotechnology and Bioengineering, Volume 123, Issue 7, Page 1745-1770, July 2026.ABSTRACT To advance understanding of cellular metabolism and reduce batch‐to‐batch variability in cell culture processes, this study introduces a multi‐scale hybrid modeling framework designed to simulate and predict the dynamic behavior of CHO cell cultures undergoing metabolic phase transitions.
Keqi Wang, Sarah W. Harcum, Wei Xie
wiley +1 more source
Asynchronous Gossip for Averaging and Spectral Ranking [PDF]
, 2014 We consider two variants of the classical gossip algorithm. The first variant is a version of asynchronous stochastic approximation. We highlight a fundamental difficulty associated with the classical asynchronous gossip scheme, viz., that it may not ...
Sundaresan, Rajesh +4 more
core +1 more source
Ecology and Evolution, Volume 16, Issue 7, July 2026.Population Projection Models (PPMs) are essential tools in demographic studies for predicting the growth of structured populations. This work introduces a simple, robust method for constructing pre‐ and post‐breeding projection matrices called MAP for Matrices Alternated Products directly from empirical data, addressing common errors related to ...
Thomas L. P. Martin +2 more
wiley +1 more source
Advanced stochastic approximation frameworks and their applications [PDF]
, 2013 This thesis makes two extensions to the standard stochastic approximation framework in order to study learning algorithms in different environments. In particular, the aim of this has been to study fictitious play and stochastic fictitious play in more ...
Perkins, Steven
core
Stochastic approximation for nonexpansive maps: application to Q-learning algorithms [PDF]
, 2002 We discuss synchronous and asynchronous iterations of the form xk+1 = xk + γ (k)(h(xk) + wk), where h is a suitable map and {wk} is a deterministic or stochastic sequence satisfying suitable conditions.
Abounadi, Jinane +2 more
core +2 more sources
Human Brain Mapping, Volume 47, Issue 10, July 2026.We used fMRI data from a trial in psychedelic‐naïve healthy participants to show that psilocybin increases dynamic fronto‐striatal‐thalamic activity 4 weeks after dosing. Computational models revealed that reduced structure–function coupling is consistent with the emergence of increased activity dynamics, as well as increased bottom‐up and reduced top ...
Lorenzo Pasquini +14 more
wiley +1 more source