Results 11 to 20 of about 1,156,733 (201)

A Continuous Dynamic Stochastic Approximation Procedure [PDF]

open access: yesThe Egyptian Statistical Journal, 1993
This paper considers the continuous Kiefer-Nolfowitz stochastic approximation procedure, where the regression function changes with time t. Let ED(t) be the unique minimum (maximum) of the regression function at a time t.
El Sayed Sorour
doaj   +1 more source

Pathwise Convergent Approximation for the Fractional SDEs

open access: yesMathematics, 2022
Fractional stochastic differential equation (FSDE)-based random processes are used in a wide spectrum of scientific disciplines. However, in the majority of cases, explicit solutions for these FSDEs do not exist and approximation schemes have to be ...
Kęstutis Kubilius, Aidas Medžiūnas
doaj   +1 more source

Approximation methods for hybrid diffusion systems with state-dependent switching processes : numerical algorithms and existence and uniqueness of solutions [PDF]

open access: yes, 2010
By focusing on hybrid diffusions in which continuous dynamics and discrete events coexist, this work is concerned with approximation of solutions for hybrid stochastic differential equations with a state-dependent switching process.
Yuan, Chenggui   +3 more
core   +3 more sources

Variational Characterization of Free Energy: Theory and Algorithms

open access: yesEntropy, 2017
The article surveys and extends variational formulations of the thermodynamic free energy and discusses their information-theoretic content from the perspective of mathematical statistics.
Carsten Hartmann   +3 more
doaj   +1 more source

On Consensus-Based Distributed Blind Calibration of Sensor Networks

open access: yesSensors, 2018
This paper deals with recently proposed algorithms for real-time distributed blind macro-calibration of sensor networks based on consensus (synchronization). The algorithms are completely decentralized and do not require a fusion center.
Miloš S. Stanković   +4 more
doaj   +1 more source

Model-Free Trajectory Optimisation for Unmanned Aircraft Serving as Data Ferries for Widespread Sensors

open access: yesRemote Sensing, 2012
Given multiple widespread stationary data sources such as ground-based sensors, an unmanned aircraft can fly over the sensors and gather the data via a wireless link. Performance criteria for such a network may incorporate costs such as trajectory length
Ben Pearre, Timothy X. Brown
doaj   +1 more source

Submodular stochastic probing on matroids [PDF]

open access: yes, 2014
In a stochastic probing problem we are given a universe E, where each element e in E is active independently with probability p in [0,1], and only a probe of e can tell us whether it is active or not. On this universe we execute a process that one by one
Sviridenko, Maxim   +5 more
core   +1 more source

Stochastic Entropy Solutions for Stochastic Scalar Balance Laws

open access: yesEntropy, 2019
We are concerned with the initial value problem for a multidimensional balance law with multiplicative stochastic perturbations of Brownian type.
Jinlong Wei   +3 more
doaj   +1 more source

Broadcast Event-Triggered Control Scheme for Multi-Agent Rendezvous Problem in a Mixed Communication Environment

open access: yesApplied Sciences, 2021
This paper addresses the communication issue encountered by a hybrid controller when finding consensus in terms of the rendezvous target point in a broadcast and communication environment.
Nohaidda Sariff, Zool Hilmi Ismail
doaj   +1 more source

Best Response Computation in Multiplayer Imperfect-Information Stochastic Games

open access: yesProceedings of the International Florida Artificial Intelligence Research Society Conference, 2022
Computing a best response is a fundamental task in game theory. One of its uses is to compute the degree of approximation error of an approximation of Nash equilibrium strategies.
Sam Ganzfried
doaj   +1 more source

Home - About - Disclaimer - Privacy