Results 11 to 20 of about 48,822 (259)
A Continuous Dynamic Stochastic Approximation Procedure [PDF]
The 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
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Efficiency of the stochastic approximation method [PDF]
Yugoslav Journal of Operations Research, 2012 The practical aspect of the stochastic approximation method (SA) is studied. Specifically, we investigated the efficiency depending on the coefficients that generate the step length in optimization algorithm, as well as the efficiency depending on the
Japundžić Miloš
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Pathwise Convergent Approximation for the Fractional SDEs
Mathematics, 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
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Stochastic Entropy Solutions for Stochastic Scalar Balance Laws
Entropy, 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
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Best Response Computation in Multiplayer Imperfect-Information Stochastic Games
Proceedings 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
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On a Stochastic Approximation Method [PDF]
The Annals of Mathematical Statistics, 1954 Asymptotic properties are established for the Robbins-Monro [1] procedure of stochastically solving the equation $M(x) = \alpha$. Two disjoint cases are treated in detail. The first may be called the "bounded" case, in which the assumptions we make are similar to those in the second case of Robbins and Monro. The second may be called the "quasi-linear"
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Asymptotic Analysis for One-Stage Stochastic Linear Complementarity Problems and Applications
Mathematics, 2023 One-stage stochastic linear complementarity problem (SLCP) is a special case of a multi-stage stochastic linear complementarity problem, which has important applications in economic engineering and operations management.
Shuang Lin, Jie Zhang, Chen Qiu
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Asynchronous Stochastic Approximations [PDF]
SIAM Journal on Control and Optimization, 1998 The asymptotic behavior of a distributed, asynchronous stochastic approximation scheme is analyzed in terms of a limiting nonautonomous differential equation. The relation between the latter and the relative values of suitably rescaled relative frequencies of updates of different components is underscored.
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Stochastic Approximations and Differential Inclusions [PDF]
SIAM Journal on Control and Optimization, 2005 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Benaïm, Michel +2 more
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Variational Characterization of Free Energy: Theory and Algorithms
Entropy, 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
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