Mertikopoulos, Panayotis; Hsieh, Ya-Ping; Cevher, Volkan A unified stochastic approximation framework for learning in games. (English) Zbl 07807883 Math. Program. 203, No. 1-2 (B), 559-609 (2024). MSC: 91A26 91A68 91A15 PDFBibTeX XMLCite \textit{P. Mertikopoulos} et al., Math. Program. 203, No. 1--2 (B), 559--609 (2024; Zbl 07807883) Full Text: DOI arXiv
Chen, Jinwen; Chen, Jian A model for data transmission and its optimization. (English) Zbl 07789756 Discrete Contin. Dyn. Syst., Ser. B 29, No. 2, 1058-1068 (2024). MSC: 90C40 93E99 37A50 60J99 PDFBibTeX XMLCite \textit{J. Chen} and \textit{J. Chen}, Discrete Contin. Dyn. Syst., Ser. B 29, No. 2, 1058--1068 (2024; Zbl 07789756) Full Text: DOI
Martin, Alice; Étienne, Marie-Pierre; Gloaguen, Pierre; Le Corff, Sylvain; Olsson, Jimmy Backward importance sampling for online estimation of state space models. (English) Zbl 07792629 J. Comput. Graph. Stat. 32, No. 4, 1447-1460 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{A. Martin} et al., J. Comput. Graph. Stat. 32, No. 4, 1447--1460 (2023; Zbl 07792629) Full Text: DOI arXiv
Tanhao, Huang; Siqi, Jian; Jinwen, Chen; Yanan, Dai Modeling and control of data transmission. (English) Zbl 1520.60024 Methodol. Comput. Appl. Probab. 25, No. 3, Paper No. 74, 18 p. (2023). Reviewer: Pavel Stoynov (Sofia) MSC: 60F99 90C40 93E99 37A50 PDFBibTeX XMLCite \textit{H. Tanhao} et al., Methodol. Comput. Appl. Probab. 25, No. 3, Paper No. 74, 18 p. (2023; Zbl 1520.60024) Full Text: DOI
Peeters, Yannik; den Boer, Arnoud V. Stochastic approximation for uncapacitated assortment optimization under the multinomial logit model. (English) Zbl 07752654 Nav. Res. Logist. 69, No. 7, 927-938 (2022). MSC: 90C15 PDFBibTeX XMLCite \textit{Y. Peeters} and \textit{A. V. den Boer}, Nav. Res. Logist. 69, No. 7, 927--938 (2022; Zbl 07752654) Full Text: DOI OA License
Williams, Noah Learning and equilibrium transitions: stochastic stability in discounted stochastic fictitious play. (English) Zbl 1518.91179 J. Econ. Dyn. Control 145, Article ID 104567, 23 p. (2022). MSC: 91B70 91B52 91A80 PDFBibTeX XMLCite \textit{N. Williams}, J. Econ. Dyn. Control 145, Article ID 104567, 23 p. (2022; Zbl 1518.91179) Full Text: DOI
Hu, Jiaqiao; Peng, Yijie; Zhang, Gongbo; Zhang, Qi A stochastic approximation method for simulation-based quantile optimization. (English) Zbl 07640772 INFORMS J. Comput. 34, No. 6, 2889-2907 (2022). MSC: 90Cxx PDFBibTeX XMLCite \textit{J. Hu} et al., INFORMS J. Comput. 34, No. 6, 2889--2907 (2022; Zbl 07640772) Full Text: DOI
Staudigl, Mathias; Arigapudi, Srinivas; Sandholm, William H. Large deviations and stochastic stability in population games. (English) Zbl 1505.91087 J. Dyn. Games 9, No. 4, 569-595 (2022). MSC: 91A22 91A15 60F10 60J10 PDFBibTeX XMLCite \textit{M. Staudigl} et al., J. Dyn. Games 9, No. 4, 569--595 (2022; Zbl 1505.91087) Full Text: DOI
Luu, Phong; Tie, Jingzhi; Zhang, Qing Pairs trading under geometric Brownian motion models. (English) Zbl 1504.91305 Yin, George (ed.) et al., Stochastic analysis, filtering, and stochastic optimization. A commemorative volume to honor Mark H. A. Davis’s contributions. Cham: Springer. 357-380 (2022). MSC: 91G15 60J70 49L12 PDFBibTeX XMLCite \textit{P. Luu} et al., in: Stochastic analysis, filtering, and stochastic optimization. A commemorative volume to honor Mark H. A. Davis's contributions. Cham: Springer. 357--380 (2022; Zbl 1504.91305) Full Text: DOI
Bittar, Thomas; Carpentier, Pierre; Chancelier, Jean-Philippe; Lonchampt, Jérõme The stochastic auxiliary problem principle in Banach spaces: measurability and convergence. (English) Zbl 1497.90146 SIAM J. Optim. 32, No. 3, 1871-1900 (2022). MSC: 90C25 90C15 90C48 PDFBibTeX XMLCite \textit{T. Bittar} et al., SIAM J. Optim. 32, No. 3, 1871--1900 (2022; Zbl 1497.90146) Full Text: DOI arXiv
Peeters, Yannik; den Boer, Arnoud V.; Mandjes, Michel Continuous assortment optimization with logit choice probabilities and incomplete information. (English) Zbl 1494.90007 Oper. Res. 70, No. 3, 1613-1628 (2022). MSC: 90B05 90B06 PDFBibTeX XMLCite \textit{Y. Peeters} et al., Oper. Res. 70, No. 3, 1613--1628 (2022; Zbl 1494.90007) Full Text: DOI arXiv
Beggs, Alan Reference points and learning. (English) Zbl 1490.91092 J. Math. Econ. 100, Article ID 102621, 14 p. (2022). MSC: 91B08 PDFBibTeX XMLCite \textit{A. Beggs}, J. Math. Econ. 100, Article ID 102621, 14 p. (2022; Zbl 1490.91092) Full Text: DOI Link
Devraj, Adithya M.; Bušić, Ana; Meyn, Sean Fundamental design principles for reinforcement learning algorithms. (English) Zbl 07608704 Vamvoudakis, Kyriakos G. (ed.) et al., Handbook of reinforcement learning and control. Cham: Springer. Stud. Syst. Decis. Control 325, 75-137 (2021). MSC: 68Txx PDFBibTeX XMLCite \textit{A. M. Devraj} et al., Stud. Syst. Decis. Control 325, 75--137 (2021; Zbl 07608704) Full Text: DOI
Boţ, Radu Ioan; Mertikopoulos, Panayotis; Staudigl, Mathias; Vuong, Phan Tu Minibatch forward-backward-forward methods for solving stochastic variational inequalities. (English) Zbl 1489.90195 Stoch. Syst. 11, No. 2, 112-139 (2021). MSC: 90C33 90C15 49J40 60F15 62L20 PDFBibTeX XMLCite \textit{R. I. Boţ} et al., Stoch. Syst. 11, No. 2, 112--139 (2021; Zbl 1489.90195) Full Text: DOI arXiv
Martin, Matthieu; Krumscheid, Sebastian; Nobile, Fabio Complexity analysis of stochastic gradient methods for PDE-constrained optimal control problems with uncertain parameters. (English) Zbl 1492.35394 ESAIM, Math. Model. Numer. Anal. 55, No. 4, 1599-1633 (2021). MSC: 35Q93 93E20 49M41 65C05 65N30 65N12 65N15 35B65 35A01 35A02 60H30 35R60 PDFBibTeX XMLCite \textit{M. Martin} et al., ESAIM, Math. Model. Numer. Anal. 55, No. 4, 1599--1633 (2021; Zbl 1492.35394) Full Text: DOI
Bin, Michelangelo; Parisini, Thomas A distributed methodology for approximate uniform global minimum sharing. (English) Zbl 1478.93616 Automatica 131, Article ID 109777, 14 p. (2021). MSC: 93D50 93A16 93A14 93D20 93B70 PDFBibTeX XMLCite \textit{M. Bin} and \textit{T. Parisini}, Automatica 131, Article ID 109777, 14 p. (2021; Zbl 1478.93616) Full Text: DOI arXiv
Smirnov, S. N. Structural stability threshold for the condition of robust no deterministic sure arbitrage with unbounded profit. (English. Russian original) Zbl 1467.91179 Mosc. Univ. Comput. Math. Cybern. 45, No. 1, 34-44 (2021); translation from Vestn. Mosk. Univ., Ser. XV 2021, No. 1, 38-49 (2021). MSC: 91G15 PDFBibTeX XMLCite \textit{S. N. Smirnov}, Mosc. Univ. Comput. Math. Cybern. 45, No. 1, 34--44 (2021; Zbl 1467.91179); translation from Vestn. Mosk. Univ., Ser. XV 2021, No. 1, 38--49 (2021) Full Text: DOI
Xu, Jin; Mu, Rongji; Xiong, Cui A Bayesian stochastic approximation method. (English) Zbl 1455.62161 J. Stat. Plann. Inference 211, 391-401 (2021). MSC: 62L20 62L05 62G08 62H12 62K20 PDFBibTeX XMLCite \textit{J. Xu} et al., J. Stat. Plann. Inference 211, 391--401 (2021; Zbl 1455.62161) Full Text: DOI arXiv
Rosasco, Lorenzo; Villa, Silvia; Vũ, Bằng Công Convergence of stochastic proximal gradient algorithm. (English) Zbl 1465.90101 Appl. Math. Optim. 82, No. 3, 891-917 (2020). MSC: 90C30 90C15 PDFBibTeX XMLCite \textit{L. Rosasco} et al., Appl. Math. Optim. 82, No. 3, 891--917 (2020; Zbl 1465.90101) Full Text: DOI arXiv
Yang, Yun; Pati, Debdeep; Bhattacharya, Anirban \(\alpha\)-variational inference with statistical guarantees. (English) Zbl 1450.62031 Ann. Stat. 48, No. 2, 886-905 (2020). Reviewer: Carlos Narciso Bouza Herrera (Habana) MSC: 62G07 62G20 60K35 PDFBibTeX XMLCite \textit{Y. Yang} et al., Ann. Stat. 48, No. 2, 886--905 (2020; Zbl 1450.62031) Full Text: DOI arXiv Euclid
Hu, Liujia; Andradóttir, Sigrún An asymptotically optimal set approach for simulation optimization. (English) Zbl 1528.90168 INFORMS J. Comput. 31, No. 1, 21-39 (2019). MSC: 90C15 PDFBibTeX XMLCite \textit{L. Hu} and \textit{S. Andradóttir}, INFORMS J. Comput. 31, No. 1, 21--39 (2019; Zbl 1528.90168) Full Text: DOI
Chen, Boxiao; Chao, Xiuli; Ahn, Hyun-Soo Coordinating pricing and inventory replenishment with nonparametric demand learning. (English) Zbl 1444.90008 Oper. Res. 67, No. 4, 1035-1052 (2019). MSC: 90B05 90B50 91B24 PDFBibTeX XMLCite \textit{B. Chen} et al., Oper. Res. 67, No. 4, 1035--1052 (2019; Zbl 1444.90008) Full Text: DOI Link
Berg, Stephen; Zhu, Jun; Clayton, Murray K.; Shea, Monika E.; Mladenoff, David J. A latent discrete Markov random field approach to identifying and classifying historical forest communities based on spatial multivariate tree species counts. (English) Zbl 1435.62411 Ann. Appl. Stat. 13, No. 4, 2312-2340 (2019). MSC: 62P12 62H30 62H11 62M05 PDFBibTeX XMLCite \textit{S. Berg} et al., Ann. Appl. Stat. 13, No. 4, 2312--2340 (2019; Zbl 1435.62411) Full Text: DOI Euclid
Zhang, Qi; Hu, Jiaqiao Simulation optimization using multi-time-scale adaptive random search. (English) Zbl 1428.90141 Asia-Pac. J. Oper. Res. 36, No. 6, Article ID 1940014, 34 p. (2019). MSC: 90C26 90C15 PDFBibTeX XMLCite \textit{Q. Zhang} and \textit{J. Hu}, Asia-Pac. J. Oper. Res. 36, No. 6, Article ID 1940014, 34 p. (2019; Zbl 1428.90141) Full Text: DOI
Slagel, J. Tanner; Chung, Julianne; Chung, Matthias; Kozak, David; Tenorio, Luis Sampled Tikhonov regularization for large linear inverse problems. (English) Zbl 1434.65083 Inverse Probl. 35, No. 11, Article ID 114008, 23 p. (2019). MSC: 65K10 65F10 65F22 94A08 PDFBibTeX XMLCite \textit{J. T. Slagel} et al., Inverse Probl. 35, No. 11, Article ID 114008, 23 p. (2019; Zbl 1434.65083) Full Text: DOI arXiv
Kumar, Bhumesh; Borkar, Vivek; Shetty, Akhil Non-asymptotic error bounds for constant stepsize stochastic approximation for tracking mobile agents. (English) Zbl 1426.93313 Math. Control Signals Syst. 31, No. 4, 589-614 (2019). MSC: 93E03 93A14 93C15 PDFBibTeX XMLCite \textit{B. Kumar} et al., Math. Control Signals Syst. 31, No. 4, 589--614 (2019; Zbl 1426.93313) Full Text: DOI arXiv
Arridge, Simon; Maass, Peter; Öktem, Ozan; Schönlieb, Carola-Bibiane Solving inverse problems using data-driven models. (English) Zbl 1429.65116 Acta Numerica 28, 1-174 (2019). MSC: 65J20 65J22 94A08 65-02 PDFBibTeX XMLCite \textit{S. Arridge} et al., Acta Numerica 28, 1--174 (2019; Zbl 1429.65116) Full Text: DOI
Crimaldi, Irene; Pra, Paolo Dai; Louis, Pierre-Yves; Minelli, Ida G. Synchronization and functional central limit theorems for interacting reinforced random walks. (English) Zbl 1404.60044 Stochastic Processes Appl. 129, No. 1, 70-101 (2019). MSC: 60F17 60K35 62P25 PDFBibTeX XMLCite \textit{I. Crimaldi} et al., Stochastic Processes Appl. 129, No. 1, 70--101 (2019; Zbl 1404.60044) Full Text: DOI arXiv
Golden, Richard M. Adaptive learning algorithm convergence in passive and reactive environments. (English) Zbl 1472.68140 Neural Comput. 30, No. 10, 2805-2832 (2018). MSC: 68T05 PDFBibTeX XMLCite \textit{R. M. Golden}, Neural Comput. 30, No. 10, 2805--2832 (2018; Zbl 1472.68140) Full Text: DOI
Lu, Yang; Zhu, Minghui Privacy preserving distributed optimization using homomorphic encryption. (English) Zbl 1408.94947 Automatica 96, 314-325 (2018). MSC: 94A60 PDFBibTeX XMLCite \textit{Y. Lu} and \textit{M. Zhu}, Automatica 96, 314--325 (2018; Zbl 1408.94947) Full Text: DOI arXiv
Chow, Yinlam; Ghavamzadeh, Mohammad; Janson, Lucas; Pavone, Marco Risk-constrained reinforcement learning with percentile risk criteria. (English) Zbl 1471.90160 J. Mach. Learn. Res. 18(2017-2018), Paper No. 167, 51 p. (2018). MSC: 90C40 68T05 62C05 PDFBibTeX XMLCite \textit{Y. Chow} et al., J. Mach. Learn. Res. 18, Paper No. 167, 51 p. (2018; Zbl 1471.90160) Full Text: arXiv Link
Lei, Jinlong; Chen, Han-Fu; Fang, Hai-Tao Asymptotic properties of primal-dual algorithm for distributed stochastic optimization over random networks with imperfect communications. (English) Zbl 1404.90092 SIAM J. Control Optim. 56, No. 3, 2159-2188 (2018). MSC: 90C15 90C35 PDFBibTeX XMLCite \textit{J. Lei} et al., SIAM J. Control Optim. 56, No. 3, 2159--2188 (2018; Zbl 1404.90092) Full Text: DOI arXiv
Wawrzyński, Paweł ASD+M: automatic parameter tuning in stochastic optimization and on-line learning. (English) Zbl 1434.68527 Neural Netw. 96, 1-10 (2017). MSC: 68T07 90C15 PDFBibTeX XMLCite \textit{P. Wawrzyński}, Neural Netw. 96, 1--10 (2017; Zbl 1434.68527) Full Text: DOI
Lazrieva, Nanuli; Toronjadze, Temur Recursive estimation procedures for one-dimensional parameter of statistical models associated with semimartingales. (English) Zbl 1432.62277 Trans. A. Razmadze Math. Inst. 171, No. 1, 57-75 (2017). MSC: 62L20 60G44 62G20 PDFBibTeX XMLCite \textit{N. Lazrieva} and \textit{T. Toronjadze}, Trans. A. Razmadze Math. Inst. 171, No. 1, 57--75 (2017; Zbl 1432.62277) Full Text: DOI
Masegosa, Andrés R.; Martinez, Ana M.; Langseth, Helge; Nielsen, Thomas D.; Salmerón, Antonio; Ramos-López, Darío; Madsen, Anders L. Scaling up Bayesian variational inference using distributed computing clusters. (English) Zbl 1420.68171 Int. J. Approx. Reasoning 88, 435-451 (2017). MSC: 68T05 62F15 PDFBibTeX XMLCite \textit{A. R. Masegosa} et al., Int. J. Approx. Reasoning 88, 435--451 (2017; Zbl 1420.68171) Full Text: DOI
Mahmoud, M. A.; Rasha, A. A.; Waseem, S. W. Stochastic approximation with series of delayed observations. (English) Zbl 1373.62426 J. Egypt. Math. Soc. 25, No. 2, 191-196 (2017). MSC: 62L20 62M05 62M10 62L10 62L12 PDFBibTeX XMLCite \textit{M. A. Mahmoud} et al., J. Egypt. Math. Soc. 25, No. 2, 191--196 (2017; Zbl 1373.62426) Full Text: DOI
Krasulina, T. P. Generalization of the Dvoretzky theorem of convergence rate of the stochastic approximation algorithms. (English. Russian original) Zbl 1357.62273 Autom. Remote Control 77, No. 8, 1399-1402 (2016); translation from Avtom. Telemekh. 2016, No. 8, 101-104 (2016). MSC: 62L20 93E10 PDFBibTeX XMLCite \textit{T. P. Krasulina}, Autom. Remote Control 77, No. 8, 1399--1402 (2016; Zbl 1357.62273); translation from Avtom. Telemekh. 2016, No. 8, 101--104 (2016) Full Text: DOI
Krivokon, Dmitry S.; Vakhitov, Alexander T.; Granichin, Oleg N. Estimating the position of a moving object based on test disturbance of camera position. (English. Russian original) Zbl 1346.93359 Autom. Remote Control 77, No. 2, 297-312 (2016); translation from Avtom. Telemekh. 2016, No. 2, 142-161 (2016). MSC: 93E10 93E25 93C95 PDFBibTeX XMLCite \textit{D. S. Krivokon} et al., Autom. Remote Control 77, No. 2, 297--312 (2016; Zbl 1346.93359); translation from Avtom. Telemekh. 2016, No. 2, 142--161 (2016) Full Text: DOI
Bhatnagar, Shalabh; Lakshmanan, K. Multiscale Q-learning with linear function approximation. (English) Zbl 1346.93265 Discrete Event Dyn. Syst. 26, No. 3, 477-509 (2016). MSC: 93C70 93B40 93E03 68T05 PDFBibTeX XMLCite \textit{S. Bhatnagar} and \textit{K. Lakshmanan}, Discrete Event Dyn. Syst. 26, No. 3, 477--509 (2016; Zbl 1346.93265) Full Text: DOI
Alaya, Mohamed Ben; Hajji, Kaouther; Kebaier, Ahmed Importance sampling and statistical Romberg method for Lévy processes. (English) Zbl 1345.60044 Stochastic Processes Appl. 126, No. 7, 1901-1931 (2016). MSC: 60G51 60F05 62L20 65C05 60E07 91G60 PDFBibTeX XMLCite \textit{M. B. Alaya} et al., Stochastic Processes Appl. 126, No. 7, 1901--1931 (2016; Zbl 1345.60044) Full Text: DOI arXiv
Celaya, Enric; Agostini, Alejandro Online EM with weight-based forgetting. (English) Zbl 1474.68242 Neural Comput. 27, No. 5, 1142-1157 (2015). MSC: 68T05 62F12 62J05 68W27 PDFBibTeX XMLCite \textit{E. Celaya} and \textit{A. Agostini}, Neural Comput. 27, No. 5, 1142--1157 (2015; Zbl 1474.68242) Full Text: DOI
Chang, Kuo-Hao A direct search method for unconstrained quantile-based simulation optimization. (English) Zbl 1346.90637 Eur. J. Oper. Res. 246, No. 2, 487-495 (2015). MSC: 90C15 90C59 PDFBibTeX XMLCite \textit{K.-H. Chang}, Eur. J. Oper. Res. 246, No. 2, 487--495 (2015; Zbl 1346.90637) Full Text: DOI
Beggs, Alan Learning in monotone Bayesian games. (English) Zbl 1360.91037 J. Dyn. Games 2, No. 2, 117-140 (2015). MSC: 91A26 91A20 91B26 PDFBibTeX XMLCite \textit{A. Beggs}, J. Dyn. Games 2, No. 2, 117--140 (2015; Zbl 1360.91037) Full Text: DOI
Granichin, O. N. Stochastic approximation search algorithms with randomization at the input. (English. Russian original) Zbl 1322.93109 Autom. Remote Control 76, No. 5, 762-775 (2015); translation from Avtom. Telemekh. 2015, No. 5, 43-59 (2015). MSC: 93E25 90C15 93E03 68T20 PDFBibTeX XMLCite \textit{O. N. Granichin}, Autom. Remote Control 76, No. 5, 762--775 (2015; Zbl 1322.93109); translation from Avtom. Telemekh. 2015, No. 5, 43--59 (2015) Full Text: DOI
Alfieri, Arianna; Matta, Andrea; Pedrielli, Giulia Mathematical programming models for joint simulation-optimization applied to closed queueing networks. (English) Zbl 1321.90035 Ann. Oper. Res. 231, 105-127 (2015). MSC: 90B22 90B15 90C90 PDFBibTeX XMLCite \textit{A. Alfieri} et al., Ann. Oper. Res. 231, 105--127 (2015; Zbl 1321.90035) Full Text: DOI
Fort, Gersende; Jourdain, Benjamin; Kuhn, Estelle; Lelièvre, Tony; Stoltz, Gabriel Convergence of the Wang-Landau algorithm. (English) Zbl 1317.65011 Math. Comput. 84, No. 295, 2297-2327 (2015). MSC: 65C05 60J05 82C80 PDFBibTeX XMLCite \textit{G. Fort} et al., Math. Comput. 84, No. 295, 2297--2327 (2015; Zbl 1317.65011) Full Text: DOI arXiv
Cominetti, Roberto Equilibrium routing under uncertainty. (English) Zbl 1329.90027 Math. Program. 151, No. 1 (B), 117-151 (2015). Reviewer: Alexander Guterman (Moskva) MSC: 90B18 90B20 68M12 91A07 91A20 91A35 PDFBibTeX XMLCite \textit{R. Cominetti}, Math. Program. 151, No. 1 (B), 117--151 (2015; Zbl 1329.90027) Full Text: DOI
Bhatnagar, Shalabh; Prashanth, L. A. Simultaneous perturbation Newton algorithms for simulation optimization. (English) Zbl 1401.90134 J. Optim. Theory Appl. 164, No. 2, 621-643 (2015). Reviewer: Nada Djuranović-Miličić (Belgrade) MSC: 90C15 49M15 65K10 90B20 PDFBibTeX XMLCite \textit{S. Bhatnagar} and \textit{L. A. Prashanth}, J. Optim. Theory Appl. 164, No. 2, 621--643 (2015; Zbl 1401.90134) Full Text: DOI
Moler, J. A.; Plo, F.; San Miguel, M.; Urmeneta, H. Asymptotics in random recursive circuits. (English) Zbl 1303.60021 J. Math. Sci., New York 196, No. 1, 70-74 (2014). MSC: 60F05 62L20 68R10 60C05 PDFBibTeX XMLCite \textit{J. A. Moler} et al., J. Math. Sci., New York 196, No. 1, 70--74 (2014; Zbl 1303.60021) Full Text: DOI
Wawrzyński, Paweł; Tanwani, Ajay Kumar Autonomous reinforcement learning with experience replay. (English) Zbl 1296.68151 Neural Netw. 41, 156-167 (2013). MSC: 68T05 68T40 PDFBibTeX XMLCite \textit{P. Wawrzyński} and \textit{A. K. Tanwani}, Neural Netw. 41, 156--167 (2013; Zbl 1296.68151) Full Text: DOI
Gopalan, Prem K.; Blei, David M. Efficient discovery of overlapping communities in massive networks. (English) Zbl 1292.91150 Proc. Natl. Acad. Sci. USA 110, No. 36, 14534-14539 (2013). MSC: 91D30 05C82 68M11 05C85 PDFBibTeX XMLCite \textit{P. K. Gopalan} and \textit{D. M. Blei}, Proc. Natl. Acad. Sci. USA 110, No. 36, 14534--14539 (2013; Zbl 1292.91150) Full Text: DOI
Aknouche, Abdelhakim Recursive online EM estimation of mixture autoregressions. (English) Zbl 1349.62389 J. Stat. Comput. Simulation 83, No. 2, 370-383 (2013). MSC: 62M10 62M20 PDFBibTeX XMLCite \textit{A. Aknouche}, J. Stat. Comput. Simulation 83, No. 2, 370--383 (2013; Zbl 1349.62389) Full Text: DOI
Le Corff, Sylvain; Fort, Gersende Online expectation maximization based algorithms for inference in hidden Markov models. (English) Zbl 1336.62090 Electron. J. Stat. 7, 763-792 (2013). MSC: 62F12 62L20 62L12 60J22 65C60 PDFBibTeX XMLCite \textit{S. Le Corff} and \textit{G. Fort}, Electron. J. Stat. 7, 763--792 (2013; Zbl 1336.62090) Full Text: DOI arXiv Euclid
Johansson, Anders; Ramsch, Kai; Middendorf, Martin; Sumpter, David J. T. Tuning positive feedback for signal detection in noisy dynamic environments. (English) Zbl 1411.92337 J. Theor. Biol. 309, 88-95 (2012). MSC: 92D50 92C40 93B52 PDFBibTeX XMLCite \textit{A. Johansson} et al., J. Theor. Biol. 309, 88--95 (2012; Zbl 1411.92337) Full Text: DOI
Krasulina, T. P. Convergence of the Robbins-Monro process with small steps from below. (English. Russian original) Zbl 1311.93074 Vestn. St. Petersbg. Univ., Math. 45, No. 1, 26-29 (2012); translation from Vestn. St-Peterbg. Univ., Ser. I, Mat. Mekh. Astron. 2012, No. 1, 31-34 (2012). MSC: 93E03 62L20 PDFBibTeX XMLCite \textit{T. P. Krasulina}, Vestn. St. Petersbg. Univ., Math. 45, No. 1, 26--29 (2012; Zbl 1311.93074); translation from Vestn. St-Peterbg. Univ., Ser. I, Mat. Mekh. Astron. 2012, No. 1, 31--34 (2012) Full Text: DOI
Okabayashi, Saisuke; Geyer, Charles J. Long range search for maximum likelihood in exponential families. (English) Zbl 1336.62078 Electron. J. Stat. 6, 123-147 (2012). MSC: 62F10 60J22 PDFBibTeX XMLCite \textit{S. Okabayashi} and \textit{C. J. Geyer}, Electron. J. Stat. 6, 123--147 (2012; Zbl 1336.62078) Full Text: DOI Euclid
Hu, Jiaqiao; Chang, Hyeong Soo Approximate stochastic annealing for online control of infinite horizon Markov decision processes. (English) Zbl 1257.93113 Automatica 48, No. 9, 2182-2188 (2012). MSC: 93E20 93E25 60J10 PDFBibTeX XMLCite \textit{J. Hu} and \textit{H. S. Chang}, Automatica 48, No. 9, 2182--2188 (2012; Zbl 1257.93113) Full Text: DOI
Beck, C. L.; Srikant, R. Error bounds for constant step-size \(Q\)-learning. (English) Zbl 1255.93129 Syst. Control Lett. 61, No. 12, 1203-1208 (2012). MSC: 93E03 68T05 60J20 PDFBibTeX XMLCite \textit{C. L. Beck} and \textit{R. Srikant}, Syst. Control Lett. 61, No. 12, 1203--1208 (2012; Zbl 1255.93129) Full Text: DOI
Chang, Kuo-Hao Stochastic Nelder-Mead simplex method – a new globally convergent direct search method for simulation optimization. (English) Zbl 1253.90178 Eur. J. Oper. Res. 220, No. 3, 684-694 (2012). MSC: 90C15 60F15 PDFBibTeX XMLCite \textit{K.-H. Chang}, Eur. J. Oper. Res. 220, No. 3, 684--694 (2012; Zbl 1253.90178) Full Text: DOI
Xu, Zi; Dai, Yu-Hong New stochastic approximation algorithms with adaptive step sizes. (English) Zbl 1261.90057 Optim. Lett. 6, No. 8, 1831-1846 (2012). MSC: 90C30 90C15 PDFBibTeX XMLCite \textit{Z. Xu} and \textit{Y.-H. Dai}, Optim. Lett. 6, No. 8, 1831--1846 (2012; Zbl 1261.90057) Full Text: DOI
Lian, Heng Stochastic adaptation of importance sampler. (English) Zbl 1314.60140 Statistics 46, No. 6, 777-785 (2012). MSC: 60J22 62D05 62F35 65C05 PDFBibTeX XMLCite \textit{H. Lian}, Statistics 46, No. 6, 777--785 (2012; Zbl 1314.60140) Full Text: DOI arXiv
Wang, Honggang Retrospective optimization of mixed-integer stochastic systems using dynamic simplex linear interpolation. (English) Zbl 1244.90176 Eur. J. Oper. Res. 217, No. 1, 141-148 (2012). MSC: 90C15 90C11 PDFBibTeX XMLCite \textit{H. Wang}, Eur. J. Oper. Res. 217, No. 1, 141--148 (2012; Zbl 1244.90176) Full Text: DOI
Mahmoud, M. A.; Atwa, R. A. Stochastic approximation and compound delayed observations with independent random time delay distribution. (English) Zbl 1296.62159 Arab. J. Sci. Eng. 36, No. 8, 1549-1558 (2011). MSC: 62L20 PDFBibTeX XMLCite \textit{M. A. Mahmoud} and \textit{R. A. Atwa}, Arab. J. Sci. Eng. 36, No. 8, 1549--1558 (2011; Zbl 1296.62159) Full Text: DOI
Iwata, Kazunori An information-theoretic analysis of return maximization in reinforcement learning. (English) Zbl 1266.68156 Neural Netw. 24, No. 10, 1074-1081 (2011). MSC: 68T05 PDFBibTeX XMLCite \textit{K. Iwata}, Neural Netw. 24, No. 10, 1074--1081 (2011; Zbl 1266.68156) Full Text: DOI
Dai, Yu-Hong Convergence of conjugate gradient methods with constant stepsizes. (English) Zbl 1227.49040 Optim. Methods Softw. 26, No. 6, 895-909 (2011). MSC: 49M37 65K05 90C30 PDFBibTeX XMLCite \textit{Y.-H. Dai}, Optim. Methods Softw. 26, No. 6, 895--909 (2011; Zbl 1227.49040) Full Text: DOI
Aknouche, Abdelhakim; Al-Eid, Eid M.; Hmeid, Aboubakry M. Offline and online weighted least squares estimation of nonstationary power ARCH processes. (English) Zbl 1219.62131 Stat. Probab. Lett. 81, No. 10, 1535-1540 (2011). MSC: 62M10 62F12 65C60 PDFBibTeX XMLCite \textit{A. Aknouche} et al., Stat. Probab. Lett. 81, No. 10, 1535--1540 (2011; Zbl 1219.62131) Full Text: DOI
Hu, Jiaqiao; Hu, Ping Annealing adaptive search, cross-entropy, and stochastic approximation in global optimization. (English) Zbl 1223.90081 Nav. Res. Logist. 58, No. 5, 457-477 (2011). MSC: 90C59 90C26 PDFBibTeX XMLCite \textit{J. Hu} and \textit{P. Hu}, Nav. Res. Logist. 58, No. 5, 457--477 (2011; Zbl 1223.90081) Full Text: DOI
Bhatnagar, Shalabh The Borkar-Meyn theorem for asynchronous stochastic approximations. (English) Zbl 1222.93229 Syst. Control Lett. 60, No. 7, 472-478 (2011). MSC: 93E15 93E35 PDFBibTeX XMLCite \textit{S. Bhatnagar}, Syst. Control Lett. 60, No. 7, 472--478 (2011; Zbl 1222.93229) Full Text: DOI
Yao, Chen; Cassandras, Christos Resource contention games in multiclass stochastic flow models. (English) Zbl 1225.93106 Nonlinear Anal., Hybrid Syst. 5, No. 2, 301-319 (2011). MSC: 93E10 93E20 91A60 PDFBibTeX XMLCite \textit{C. Yao} and \textit{C. Cassandras}, Nonlinear Anal., Hybrid Syst. 5, No. 2, 301--319 (2011; Zbl 1225.93106) Full Text: DOI
Hsu, Shun-Pin; Arapostathis, Ari On the adaptive control of a class of partially observed Markov decision processes. (English) Zbl 1215.93151 J. Math. Anal. Appl. 380, No. 1, 1-9 (2011). MSC: 93E20 90C40 93C40 PDFBibTeX XMLCite \textit{S.-P. Hsu} and \textit{A. Arapostathis}, J. Math. Anal. Appl. 380, No. 1, 1--9 (2011; Zbl 1215.93151) Full Text: DOI
Shalev-Shwartz, Shai; Singer, Yoram; Srebro, Nathan; Cotter, Andrew Pegasos: primal estimated sub-gradient solver for SVM. (English) Zbl 1211.90239 Math. Program. 127, No. 1 (B), 3-30 (2011). MSC: 90C30 PDFBibTeX XMLCite \textit{S. Shalev-Shwartz} et al., Math. Program. 127, No. 1 (B), 3--30 (2011; Zbl 1211.90239) Full Text: DOI
Luschgy, Harald; Pagès, Gilles; Wilbertz, Benedikt Asymptotically optimal quantization schemes for Gaussian processes on Hilbert spaces. (English) Zbl 1217.60029 ESAIM, Probab. Stat. 14, 93-116 (2010). Reviewer: Zakhar Kabluchko (Ulm) MSC: 60G15 60E99 28C20 PDFBibTeX XMLCite \textit{H. Luschgy} et al., ESAIM, Probab. Stat. 14, 93--116 (2010; Zbl 1217.60029) Full Text: DOI arXiv EuDML
Cassandras, Christos G.; Wardi, Yorai; Panayiotou, Christos G.; Yao, Chen Perturbation analysis and optimization of stochastic hybrid systems. (English) Zbl 1216.93092 Eur. J. Control 16, No. 6, 642-661 (2010). MSC: 93E03 93C73 93E25 93C30 PDFBibTeX XMLCite \textit{C. G. Cassandras} et al., Eur. J. Control 16, No. 6, 642--661 (2010; Zbl 1216.93092) Full Text: DOI
Bhatnagar, Shalabh An actor-critic algorithm with function approximation for discounted cost constrained Markov decision processes. (English) Zbl 1209.90344 Syst. Control Lett. 59, No. 12, 760-766 (2010). MSC: 90C40 PDFBibTeX XMLCite \textit{S. Bhatnagar}, Syst. Control Lett. 59, No. 12, 760--766 (2010; Zbl 1209.90344) Full Text: DOI
Baglietto, M.; Cervellera, C.; Sanguineti, M.; Zoppoli, R. Management of water resource systems in the presence of uncertainties by nonlinear approximation techniques and deterministic sampling. (English) Zbl 1200.91231 Comput. Optim. Appl. 47, No. 2, 349-376 (2010). MSC: 91B76 93E20 90C39 PDFBibTeX XMLCite \textit{M. Baglietto} et al., Comput. Optim. Appl. 47, No. 2, 349--376 (2010; Zbl 1200.91231) Full Text: DOI
Markou, Michael M.; Panayiotou, Christos G. On-line control of the threshold policy parameter for multiclass systems. (English) Zbl 1194.93139 Automatica 46, No. 3, 528-536 (2010). MSC: 93C65 93C73 PDFBibTeX XMLCite \textit{M. M. Markou} and \textit{C. G. Panayiotou}, Automatica 46, No. 3, 528--536 (2010; Zbl 1194.93139) Full Text: DOI
Cai, Li High-dimensional exploratory item factor analysis by a Metropolis-Hastings Robbins-Monro algorithm. (English) Zbl 1272.62113 Psychometrika 75, No. 1, 33-57 (2010). MSC: 62P15 PDFBibTeX XMLCite \textit{L. Cai}, Psychometrika 75, No. 1, 33--57 (2010; Zbl 1272.62113) Full Text: DOI
Egloff, Daniel; Leippold, Markus Quantile estimation with adaptive importance sampling. (English) Zbl 1183.62141 Ann. Stat. 38, No. 2, 1244-1278 (2010). MSC: 62L20 60F15 62P05 65C05 65C60 62G05 PDFBibTeX XMLCite \textit{D. Egloff} and \textit{M. Leippold}, Ann. Stat. 38, No. 2, 1244--1278 (2010; Zbl 1183.62141) Full Text: DOI arXiv
Wawrzyński, Paweł Real-time reinforcement learning by sequential actor-critics and experience replay. (English) Zbl 1396.68107 Neural Netw. 22, No. 10, 1484-1497 (2009). MSC: 68T05 93C40 PDFBibTeX XMLCite \textit{P. Wawrzyński}, Neural Netw. 22, No. 10, 1484--1497 (2009; Zbl 1396.68107) Full Text: DOI
Choi, Jongeun; Oh, Songhwai; Horowitz, Roberto Distributed learning and cooperative control for multi-agent systems. (English) Zbl 1192.93011 Automatica 45, No. 12, 2802-2814 (2009). MSC: 93A14 93C35 68T05 93E25 PDFBibTeX XMLCite \textit{J. Choi} et al., Automatica 45, No. 12, 2802--2814 (2009; Zbl 1192.93011) Full Text: DOI
Bhatnagar, Shalabh; Sutton, Richard S.; Ghavamzadeh, Mohammad; Lee, Mark Natural actor-critic algorithms. (English) Zbl 1183.93130 Automatica 45, No. 11, 2471-2482 (2009). MSC: 93E35 93E25 60J20 49L20 PDFBibTeX XMLCite \textit{S. Bhatnagar} et al., Automatica 45, No. 11, 2471--2482 (2009; Zbl 1183.93130) Full Text: DOI
Plakhov, A.; Cruz, P. A stochastic approximation algorithm with multiplicative step size modification. (English) Zbl 1231.62149 Math. Methods Stat. 18, No. 2, 185-200 (2009). MSC: 62L20 90C15 65C60 93B30 PDFBibTeX XMLCite \textit{A. Plakhov} and \textit{P. Cruz}, Math. Methods Stat. 18, No. 2, 185--200 (2009; Zbl 1231.62149) Full Text: DOI
Eweda, Eweda A new approach for analyzing the limiting behavior of the normalized LMS algorithm under weak assumptions. (English) Zbl 1169.94310 Signal Process. 89, No. 11, 2143-2151 (2009). MSC: 94A12 PDFBibTeX XMLCite \textit{E. Eweda}, Signal Process. 89, No. 11, 2143--2151 (2009; Zbl 1169.94310) Full Text: DOI
Lazrieva, N.; Sharia, T.; Toronjadze, T. Semimartingale stochastic approximation procedure and recursive estimation. (English. Russian original) Zbl 1393.60045 J. Math. Sci., New York 153, No. 3, 211-261 (2008); translation from Sovrem. Mat. Prilozh. 45 (2007). MSC: 60G48 62L20 PDFBibTeX XMLCite \textit{N. Lazrieva} et al., J. Math. Sci., New York 153, No. 3, 211--261 (2008; Zbl 1393.60045); translation from Sovrem. Mat. Prilozh. 45 (2007) Full Text: DOI arXiv
Prieto-Rumeau, Tomás Stochastic algorithms for the estimation of an optimal solution of a LP problem. Convergence and central limit theorem. (English) Zbl 1292.62123 Commun. Stat., Theory Methods 37, No. 20, 3308-3318 (2008). MSC: 62L20 60F05 90C05 PDFBibTeX XMLCite \textit{T. Prieto-Rumeau}, Commun. Stat., Theory Methods 37, No. 20, 3308--3318 (2008; Zbl 1292.62123) Full Text: DOI
Sarimveis, Haralambos; Patrinos, Panagiotis; Tarantilis, Chris D.; Kiranoudis, Chris T. Dynamic modeling and control of supply chain systems: A review. (English) Zbl 1146.90353 Comput. Oper. Res. 35, No. 11, 3530-3561 (2008). MSC: 90B10 PDFBibTeX XMLCite \textit{H. Sarimveis} et al., Comput. Oper. Res. 35, No. 11, 3530--3561 (2008; Zbl 1146.90353) Full Text: DOI
Abraham, R.; Dhershin, J. S.; Ycart, B. Strong convergence for urn models with reducible replacement policy. (English) Zbl 1138.60030 J. Appl. Probab. 44, No. 3, 652-660 (2007). Reviewer: Nijole Kalinauskaitė (Vilnius) MSC: 60F15 60D05 PDFBibTeX XMLCite \textit{R. Abraham} et al., J. Appl. Probab. 44, No. 3, 652--660 (2007; Zbl 1138.60030) Full Text: DOI
Izquierdo, Luis R.; Izquierdo, Segismundo S.; Gotts, Nicholas M.; Polhill, J. Gary Transient and asymptotic dynamics of reinforcement learning in games. (English) Zbl 1275.91024 Games Econ. Behav. 61, No. 2, 259-276 (2007). MSC: 91A26 91A15 PDFBibTeX XMLCite \textit{L. R. Izquierdo} et al., Games Econ. Behav. 61, No. 2, 259--276 (2007; Zbl 1275.91024) Full Text: DOI
Moler, José Antonio; Plo, Fernando; San Miguel, Miguel A sequential design for a clinical trial with a linear prognostic factor. (English) Zbl 1122.62071 J. Stat. Plann. Inference 137, No. 12, 3964-3974 (2007). MSC: 62L05 62P10 60F15 62J05 PDFBibTeX XMLCite \textit{J. A. Moler} et al., J. Stat. Plann. Inference 137, No. 12, 3964--3974 (2007; Zbl 1122.62071) Full Text: DOI
Mannor, Shie; Shamma, Jeff S.; Arslan, Gürdal Online calibrated forecasts: memory efficiency versus universality for learning in games. (English) Zbl 1471.91051 Mach. Learn. 67, No. 1-2, 77-115 (2007). MSC: 91A26 PDFBibTeX XMLCite \textit{S. Mannor} et al., Mach. Learn. 67, No. 1--2, 77--115 (2007; Zbl 1471.91051) Full Text: DOI
Calafiore, Giuseppe; Dabbene, Fabrizio; Tempo, Roberto A survey of randomized algorithms for control synthesis and performance verification. (English) Zbl 1117.65180 J. Complexity 23, No. 3, 301-316 (2007). MSC: 65Y20 PDFBibTeX XMLCite \textit{G. Calafiore} et al., J. Complexity 23, No. 3, 301--316 (2007; Zbl 1117.65180) Full Text: DOI
Rosen, Scott L.; Harmonosky, Catherine M.; Traband, Mark T. A simulation optimization method that considers uncertainty and multiple performance measures. (English) Zbl 1121.90370 Eur. J. Oper. Res. 181, No. 1, 315-330 (2007). MSC: 90B50 PDFBibTeX XMLCite \textit{S. L. Rosen} et al., Eur. J. Oper. Res. 181, No. 1, 315--330 (2007; Zbl 1121.90370) Full Text: DOI
Gel, Yulia R.; Barabanov, Andrey Strong consistency of the regularized least-squares estimates of infinite autoregressive models. (English) Zbl 1107.62089 J. Stat. Plann. Inference 137, No. 4, 1260-1277 (2007). MSC: 62M10 62F12 65C60 62L12 PDFBibTeX XMLCite \textit{Y. R. Gel} and \textit{A. Barabanov}, J. Stat. Plann. Inference 137, No. 4, 1260--1277 (2007; Zbl 1107.62089) Full Text: DOI
Beigy, Hamid; Meybodi, M. R. A new continuous action-set learning automaton for function optimization. (English) Zbl 1173.90486 J. Franklin Inst. 343, No. 1, 27-47 (2006). MSC: 90C15 PDFBibTeX XMLCite \textit{H. Beigy} and \textit{M. R. Meybodi}, J. Franklin Inst. 343, No. 1, 27--47 (2006; Zbl 1173.90486) Full Text: DOI
Higueras, I.; Moler, J.; Plo, F.; San Miguel, M. Central limit theorems for generalized Pólya urn models. (English) Zbl 1137.60009 J. Appl. Probab. 43, No. 4, 938-951 (2006). Reviewer: Nicko G. Gamkrelidze (Moskva) MSC: 60F05 62L20 60C05 PDFBibTeX XMLCite \textit{I. Higueras} et al., J. Appl. Probab. 43, No. 4, 938--951 (2006; Zbl 1137.60009) Full Text: DOI
Orguner, Umut; Demirekler, Mübeccel An online sequential algorithm for the estimation of transition probabilities for jump Markov linear systems. (English) Zbl 1114.93103 Automatica 42, No. 10, 1735-1744 (2006). MSC: 93E25 93E20 93C55 93C05 PDFBibTeX XMLCite \textit{U. Orguner} and \textit{M. Demirekler}, Automatica 42, No. 10, 1735--1744 (2006; Zbl 1114.93103) Full Text: DOI
Mokkadem, Abdelkader; Pelletier, Mariane Convergence rate and averaging of nonlinear two-time-scale stochastic approximation algorithms. (English) Zbl 1104.62095 Ann. Appl. Probab. 16, No. 3, 1671-1702 (2006). MSC: 62L20 60F05 PDFBibTeX XMLCite \textit{A. Mokkadem} and \textit{M. Pelletier}, Ann. Appl. Probab. 16, No. 3, 1671--1702 (2006; Zbl 1104.62095) Full Text: DOI arXiv
Andrieu, Christophe; Moulines, Éric On the ergodicity properties of some adaptive MCMC algorithms. (English) Zbl 1114.65001 Ann. Appl. Probab. 16, No. 3, 1462-1505 (2006). Reviewer: Vassil Grozdanov (Blagoevgrad) MSC: 65C05 60J27 60J35 65C40 PDFBibTeX XMLCite \textit{C. Andrieu} and \textit{É. Moulines}, Ann. Appl. Probab. 16, No. 3, 1462--1505 (2006; Zbl 1114.65001) Full Text: DOI arXiv
Barrera-Esteve, Christophe; Bergeret, Florent; Dossal, Charles; Gobet, Emmanuel; Meziou, Asma; Munos, Rémi; Reboul-Salze, Damien Numerical methods for the pricing of swing options: a stochastic control approach. (English) Zbl 1142.91502 Methodol. Comput. Appl. Probab. 8, No. 4, 517-540 (2006). MSC: 91G60 93E03 PDFBibTeX XMLCite \textit{C. Barrera-Esteve} et al., Methodol. Comput. Appl. Probab. 8, No. 4, 517--540 (2006; Zbl 1142.91502) Full Text: DOI Link
Yin, G.; Yin, K. Global optimization using diffusion perturbations with large noise intensity. (English) Zbl 1116.60043 Acta Math. Appl. Sin., Engl. Ser. 22, No. 4, 529-542 (2006). Reviewer: Ion C. Vladimirescu (Craiova) MSC: 60J60 62L20 65K05 PDFBibTeX XMLCite \textit{G. Yin} and \textit{K. Yin}, Acta Math. Appl. Sin., Engl. Ser. 22, No. 4, 529--542 (2006; Zbl 1116.60043) Full Text: DOI