Results 191 to 200 of about 1,156,733 (201)

Stochastic Approximation with Averaging of the Iterates: Optimal Asymptotic Rate of Convergence for General Processes

SIAM Journal on Control and Optimization, 1993
Harold J Kushner, Jichuan Yang
exaly  

On approximation of a class of stochastic integrals and interpolation

Stochastic and Stochastics Reports, 2004
Stefan Geiss
exaly  

Stochastic Successive Convex Approximation for Non-Convex Constrained Stochastic Optimization

IEEE Transactions on Signal Processing, 2019
An Liu, Borna Kananian, Vincent K N Lau
exaly  

Weak approximation of the stochastic wave equation

Journal of Computational and Applied Mathematics, 2010
Erika Hausenblas
exaly  

Galerkin Approximations for the Stochastic Burgers Equation

SIAM Journal on Numerical Analysis, 2013
Arnulf Jentzen, Dirk Blömker
exaly  

Acceleration of Stochastic Approximation by Averaging

SIAM Journal on Control and Optimization, 1992
exaly  

Sample average approximation of expected value constrained stochastic programs

Operations Research Letters, 2008

exaly  

Rooted Tree Analysis for Order Conditions of Stochastic Runge-Kutta Methods for the Weak Approximation of Stochastic Differential Equations

Stochastic Analysis and Applications, 2006
Andreas Rößler
exaly  

Multivariate stochastic approximation using a simultaneous perturbation gradient approximation

IEEE Transactions on Automatic Control, 1992
J C Spall
exaly  

Technical Note—On the Convergence Rate of Stochastic Approximation for Gradient-Based Stochastic Optimization

Operations Research
Jiaqiao Hu, Michael C. Fu
exaly