Results 11 to 20 of about 1,156,733 (201)
A Continuous Dynamic Stochastic Approximation Procedure [PDF]
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
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Pathwise Convergent Approximation for the Fractional SDEs
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
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Approximation methods for hybrid diffusion systems with state-dependent switching processes : numerical algorithms and existence and uniqueness of solutions [PDF]
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
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Variational Characterization of Free Energy: Theory and Algorithms
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
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On Consensus-Based Distributed Blind Calibration of Sensor Networks
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
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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
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Submodular stochastic probing on matroids [PDF]
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
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Stochastic Entropy Solutions for Stochastic Scalar Balance Laws
We are concerned with the initial value problem for a multidimensional balance law with multiplicative stochastic perturbations of Brownian type.
Jinlong Wei +3 more
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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
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Best Response Computation in Multiplayer Imperfect-Information Stochastic Games
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
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