Authors: Max Fathi, Noufel Frikha
Contributors: The Pennsylvania State University CiteSeerX Archives
Superior Title: http://ejp.ejpecp.org/article/viewFile/2586/2299/.
Subject Terms: deviation bounds, transportation-entropy inequalities, Euler scheme, stochastic approximation algorithms, stochastic approximation with averaging
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.357.3501; http://ejp.ejpecp.org/article/viewFile/2586/2299/
Availability: http://ejp.ejpecp.org/article/viewFile/2586/2299/
Authors: Mohd Ashraf Ahmad, Shun-ichi Azuma, Toshiharu Sugie
Contributors: The Pennsylvania State University CiteSeerX Archives
Superior Title: http://www.mdpi.com/1996-1073/7/9/5624/pdf/.
Subject Terms: model-free design, stochastic approximation, wind energy
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.470.9472; http://www.mdpi.com/1996-1073/7/9/5624/pdf/
Availability: http://www.mdpi.com/1996-1073/7/9/5624/pdf/
Authors: Shalabh Bhatnagar
Contributors: The Pennsylvania State University CiteSeerX Archives
Superior Title: http://www.jhuapl.edu/SPSA/PDF-SPSA/Bhatnagar_ACM05.pdf.
Subject Terms: Categories and Subject Descriptors, I.6.1 [Simulation and Modeling, Simulation Theory, G.3.8 [Probability and Statistics, Probabilistic Algorithms (including Monte Carlo, I.6.0 [Simulation and Modeling, General General Terms, Algorithms, Performance, Theory Additional Key Words and Phrases, Adaptive three-timescale stochastic approximation algorithms, simulation optimization, simultaneous perturbation stochastic approximation
File Description: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.142.46; http://www.jhuapl.edu/SPSA/PDF-SPSA/Bhatnagar_ACM05.pdf
Availability: http://www.jhuapl.edu/SPSA/PDF-SPSA/Bhatnagar_ACM05.pdf
Authors: Shalabh Bhatnagar
Contributors: The Pennsylvania State University CiteSeerX Archives
Superior Title: http://drona.csa.iisc.ernet.in/~shalabh/pubs/tomacs2003-47.ps.gz.
Subject Terms: General Terms, Algorithms, Performance, Theory Additional Key Words and Phrases, Adaptive three-timescale stochastic approximation algorithms, simulation optimization, simultaneous perturbation stochastic approximation, Newtontype algorithms
File Description: application/postscript
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.137.7679; http://drona.csa.iisc.ernet.in/~shalabh/pubs/tomacs2003-47.ps.gz
Authors: Soummya Kar, Jose ́ M. F. Moura, H. Vincent Poor
Contributors: The Pennsylvania State University CiteSeerX Archives
Superior Title: http://arxiv.org/pdf/1205.0047.pdf.
Subject Terms: Index Terms Multi-agent stochastic control, Multi-agent learning, Distributed Q-learning, Distributed reinforce- ment learning, Collaborative network processing, Consensus + innovations, Mixed time-scale stochastic approximation
File Description: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.759.5984; http://arxiv.org/pdf/1205.0047.pdf
Availability: http://arxiv.org/pdf/1205.0047.pdf
Authors: Pierre Coucheney, Bruno Gaujal, Panayotis Mertikopoulos, Panayotis Mertikopoulos Entropy-driven Dynamics
Contributors: The Pennsylvania State University CiteSeerX Archives
Superior Title: https://hal.inria.fr/hal-00790815/document/.
Subject Terms: Key-words, Reinforcement Learning, Stochastic Approximation, Quantal Response Equilibria, Ent
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.671.1798
Authors: Omar Besbes, Yonatan Gur, Assaf Zeevi
Contributors: The Pennsylvania State University CiteSeerX Archives
Superior Title: http://faculty.chicagobooth.edu/workshops/omscience/pdf/Non-stationary Stochastic Optimization.pdf.
Subject Terms: Stochastic approximation, Non-stationary, Minimax regret, Online convex optimization
File Description: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.645.6606; http://faculty.chicagobooth.edu/workshops/omscience/pdf/Non-stationary Stochastic Optimization.pdf
Availability: http://faculty.chicagobooth.edu/workshops/omscience/pdf/Non-stationary Stochastic Optimization.pdf
Authors: Francis Bach, Léon Bottou
Contributors: The Pennsylvania State University CiteSeerX Archives
Superior Title: http://jmlr.org/papers/volume15/bach14a/bach14a.pdf.
Subject Terms: stochastic approximation, logistic regression, self-concordance
File Description: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.467.786; http://jmlr.org/papers/volume15/bach14a/bach14a.pdf
Availability: http://jmlr.org/papers/volume15/bach14a/bach14a.pdf
Authors: John L. Maryak, Daniel C. Chin
Contributors: The Pennsylvania State University CiteSeerX Archives
Superior Title: http://www.jhuapl.edu/SPSA/PDF-SPSA/Maryak_Global_Random.pdf.
Subject Terms: Stochastic Optimization, Global Convergence, Stochastic Approximation, Simultaneous Perturbation Stochastic Approximation (SPSA, Recursive Annealing
File Description: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.19.763; http://www.jhuapl.edu/SPSA/PDF-SPSA/Maryak_Global_Random.pdf
Authors: Susanne Ditlevsen, Adeline Samson
Contributors: The Pennsylvania State University CiteSeerX Archives
Superior Title: http://hal.inria.fr/docs/00/71/23/31/PDF/ditlevsen_samson.pdf.
Subject Terms: Sequential Monte Carlo, diffusions, pseudo likelihood, Stochastic Approximation Expectation Maximization
File Description: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.394.9920; http://hal.inria.fr/docs/00/71/23/31/PDF/ditlevsen_samson.pdf
Authors: Noufel Frikha
Contributors: The Pennsylvania State University CiteSeerX Archives
Superior Title: http://hal.inria.fr/docs/00/66/48/96/PDF/Risk_Minimization.pdf.
Subject Terms: Convex risk measure, shortfall risk measures, risk minimization, dynamic programming principle, stochastic approximation algorithm, vector quantization
File Description: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.393.5997; http://hal.inria.fr/docs/00/66/48/96/PDF/Risk_Minimization.pdf
Authors: Rama Cont, Arseniy Kukanov
Contributors: The Pennsylvania State University CiteSeerX Archives
Superior Title: http://hal.inria.fr/docs/00/73/76/13/PDF/OrderRoutingV6.pdf.
Subject Terms: Key words, limit order markets, optimal order execution, execution risk, order routing, fragmented markets, transaction costs, financial engineering, stochastic approximation, Robbins-Monro algorithm Contents
File Description: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.393.435; http://hal.inria.fr/docs/00/73/76/13/PDF/OrderRoutingV6.pdf
Authors: Noufel Frikha, Abass Sagna
Contributors: The Pennsylvania State University CiteSeerX Archives
Superior Title: http://hal.inria.fr/docs/00/62/45/44/PDF/Quantization_Based_Recursive_ImportanceSampling.pdf.
Subject Terms: monte carlo simulation, importance sampling, stochastic approximation, vector quantization, functional
File Description: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.393.2424; http://hal.inria.fr/docs/00/62/45/44/PDF/Quantization_Based_Recursive_ImportanceSampling.pdf
Availability: http://hal.inria.fr/docs/00/62/45/44/PDF/Quantization_Based_Recursive_ImportanceSampling.pdf
Authors: Olivier Devolder
Contributors: The Pennsylvania State University CiteSeerX Archives
Superior Title: http://www.ecore.be/DPs/dp_1327057920.pdf.
Subject Terms: stochastic optimization, stochastic approximation methods, smooth convex optimization, first-order methods, fast gradient method, complexity bounds, probability of large deviations. 1 Université catholique de Louvain, CORE, B-1348 Louvain-la-Neuve, Belgium
File Description: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.375.7880; http://www.ecore.be/DPs/dp_1327057920.pdf
Availability: http://www.ecore.be/DPs/dp_1327057920.pdf
Authors: Olivier Devolder
Contributors: The Pennsylvania State University CiteSeerX Archives
Superior Title: http://uclouvain.be/cps/ucl/doc/core/documents/coredp2011_70web.pdf.
Subject Terms: stochastic optimization, stochastic approximation methods, smooth convex optimization, first-order methods, fast gradient method, complexity bounds, probability of large deviations
File Description: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.706.9723; http://uclouvain.be/cps/ucl/doc/core/documents/coredp2011_70web.pdf
Authors: Teo Sharia
Contributors: The Pennsylvania State University CiteSeerX Archives
Superior Title: http://personal.rhul.ac.uk/ukah/113/SA.pdf.
Subject Terms: Stochastic approximation, Recursive estimation, Parameter estimation
File Description: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.423.6135; http://personal.rhul.ac.uk/ukah/113/SA.pdf
Availability: http://personal.rhul.ac.uk/ukah/113/SA.pdf
Authors: Sangkyun Lee, Stephen J. Wright
Contributors: The Pennsylvania State University CiteSeerX Archives
Superior Title: http://pages.cs.wisc.edu/~sklee/papers/asset_icpram12.pdf.
Subject Terms: Stochastic Approximation, Large-Scale, Online Learning, Support Vector Machines, Nonlinear Kernels
File Description: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.416.458; http://pages.cs.wisc.edu/~sklee/papers/asset_icpram12.pdf
Authors: Michel Baes, Michael Bürgisser, Arkadi Nemirovski
Contributors: The Pennsylvania State University CiteSeerX Archives
Superior Title: http://www2.isye.gatech.edu/~nemirovs/BaBuNe.pdf.
Subject Terms: stochastic approximation, Mirror-Prox methods, matrix saddle-point problems, eigenvalue optimization
File Description: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.298.8893; http://www2.isye.gatech.edu/~nemirovs/BaBuNe.pdf
Availability: http://www2.isye.gatech.edu/~nemirovs/BaBuNe.pdf
Authors: De Andrade, Charles J. Geyer
Contributors: The Pennsylvania State University CiteSeerX Archives
Subject Terms: Monte Carlo, Stochastic approximation, Likelihood approximation, Umbrella sampling
File Description: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.474.1036; http://www.ime.unicamp.br/sinape/sites/default/files/Andrade-Geyer_sinape19.pdf
Authors: Guanghui Lan
Contributors: The Pennsylvania State University CiteSeerX Archives
Superior Title: http://www.optimization-online.org/DB_FILE/2008/08/2061.pdf.
Subject Terms: stochastic approximation, convex optimization, stochastic programming, complexity, optimal method, quadratic penalty method, large deviation
File Description: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.416.1110; http://www.optimization-online.org/DB_FILE/2008/08/2061.pdf