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Applied 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
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A Stochastic Approximation Method [PDF]
The Annals of Mathematical Statistics, 1951 Let M(x) denote the expected value at level x of the response to a certain experiment. M(x) is assumed to be a monotone function of x but is unknown to the experimenter, and it is desired to find the solution x = θ of the equation M(x) = α, where a is a given constant.
Robbins, Herbert, Monro, Sutton
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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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Approximating Rough Stochastic PDEs [PDF]
Communications on Pure and Applied Mathematics, 2013 We study approximations to a class of vector‐valued equations of Burgers type driven by a multiplicative space‐time white noise. A solution theory for this class of equations has been developed recently in Probability Theory Related Fields by Hairer and Weber. The key idea was to use the theory of controlled rough paths to give definitions of weak/mild
Hairer, Martin +2 more
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On parameter estimation for stochastic logistic growth laws through the maximum likelihood procedure
Lietuvos Matematikos Rinkinys, 2004 A three alternative stochastic logistic growth models (exponential, Verhulst, Gompertz) are used for modelling of growth processes. The aim of this paper is to develop stochastic growth curves for all three stochastic growth models.
Petras Rupšys
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A consensus-based distributed calibration algorithm for sensor networks [PDF]
Serbian Journal of Electrical Engineering, 2016 In this paper a novel distributed algorithm for blind macro-calibration in sensor networks based on consensus is proposed. The algorithm is formulated as a set of gradient-type recursions for estimating parameters of sensor calibration functions,
Stanković Miloš S. +2 more
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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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Convergence rate and averaging of nonlinear two-time-scale stochastic approximation algorithms
, 2006 The first aim of this paper is to establish the weak convergence rate of nonlinear two-time-scale stochastic approximation algorithms. Its second aim is to introduce the averaging principle in the context of two-time-scale stochastic approximation ...
Mokkadem, Abdelkader, Pelletier, Mariane
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The asymptotic error of chaos expansion approximations for stochastic differential equations
Modern Stochastics: Theory and Applications, 2019 In this paper we present a numerical scheme for stochastic differential equations based upon the Wiener chaos expansion. The approximation of a square integrable stochastic differential equation is obtained by cutting off the infinite chaos expansion in ...
Tony Huschto +2 more
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Stochastic Approximation and Modern Model-Based Designs for Dose-Finding Clinical Trials
, 2010 In 1951 Robbins and Monro published the seminal article on stochastic approximation and made a specific reference to its application to the "estimation of a quantal using response, nonresponse data." Since the 1990s, statistical methodology for dose ...
Cheung, Ying Kuen
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