Works about STOCHASTIC approximation

Results: 1068

Stochastic phenomena in a fiber Raman amplifier.

Published in:

Annalen der Physik, 2017, v. 529, n. 1/2, p. n/a, doi. 10.1002/andp.201600238

By:

Sergeyev, Sergey V.;
Kalashnikov, Vladimir;
Ania-Castanón, Juan Diego;
Jacobsen, Gunnar;
Popov, Sergei

Publication type:

Article

Contents: Ann. Phys. 1-2'2017.

Published in:: 2017
Publication type:: Other

Nonlinear Unbalanced Urn Models via Stochastic Approximation.

Published in:

Methodology & Computing in Applied Probability, 2022, v. 24, n. 1, p. 413, doi. 10.1007/s11009-021-09858-6

By:

Idriss, Soumaya

Publication type:

Article

Strong Convergence of the Euler-Maruyama Method for Nonlinear Stochastic Convolution Itô-Volterra Integral Equations with Constant Delay.

Published in:

Methodology & Computing in Applied Probability, 2020, v. 22, n. 1, p. 223, doi. 10.1007/s11009-019-09702-y

By:

Ma, Shu Fang;
Gao, Jian Fang;
Yang, Zhan Wen

Publication type:

Article

Block Trading: Building up a Stock Position Under a Regime Switching Model.

Published in:

Methodology & Computing in Applied Probability, 2019, v. 21, n. 3, p. 805, doi. 10.1007/s11009-019-09698-5

By:

Lu, Xianggang

Publication type:

Article

Adaptive Monte Carlo Variance Reduction for Lévy Processes with Two-Time-Scale Stochastic Approximation.

Published in:

Methodology & Computing in Applied Probability, 2008, v. 10, n. 2, p. 199, doi. 10.1007/s11009-007-9043-5

By:

Kawai, Reiichiro

Publication type:

Article

Numerical Methods for the Pricing of Swing Options: A Stochastic Control Approach.

Published in:

Methodology & Computing in Applied Probability, 2006, v. 8, n. 4, p. 517, doi. 10.1007/s11009-006-0427-8

By:

Barrera-Esteve, Christophe;
Bergeret, Florent;
Dossal, Charles;
Gobet, Emmanuel;
Meziou, Asma;
Munos, Rémi;
Reboul-Salze, Damien

Publication type:

Article

An Adaptive Version for the Metropolis Adjusted Langevin Algorithm with a Truncated Drift.

Published in:

Methodology & Computing in Applied Probability, 2006, v. 8, n. 2, p. 235, doi. 10.1007/s11009-006-8550-0

By:

Atchadé, Yves F.

Publication type:

Article

Stochastic Order and MLE of the Mean of the Exponential Distribution.

Published in:

Methodology & Computing in Applied Probability, 2002, v. 4, n. 1, p. 83, doi. 10.1023/A:1015709631421

By:

Balakrishnan, N.;
Brain, C.;
Jie Mi

Publication type:

Article

A theory of regularity structures.

Published in:

Inventiones Mathematicae, 2014, v. 198, n. 2, p. 269, doi. 10.1007/s00222-014-0505-4

By:

Hairer, M.

Publication type:

Article

Dynamical Collapse of White Dwarfs in Hartree- and Hartree-Fock Theory.

Published in:

Communications in Mathematical Physics, 2007, v. 274, n. 3, p. 737, doi. 10.1007/s00220-007-0290-7

By:

Fröhlich, Jürg;
Lenzmann, Enno

Publication type:

Article

MPS-APO: a rapid and automatic parameter optimizer for multiple-point geostatistics.

Published in:

Stochastic Environmental Research & Risk Assessment, 2019, v. 33, n. 11/12, p. 1969, doi. 10.1007/s00477-019-01742-7

By:

Baninajar, Ehsanollah;
Sharghi, Yousef;
Mariethoz, Gregoire

Publication type:

Article

Sequential information gathering schemes for spatial risk and decision analysis applications.

Published in:

Stochastic Environmental Research & Risk Assessment, 2018, v. 32, n. 4, p. 1163, doi. 10.1007/s00477-017-1476-y

By:

Eidsvik, Jo;
Martinelli, Gabriele;
Bhattacharjya, Debarun

Publication type:

Article

Reducing uncertainty in stochastic streamflow generation and reservoir sizing by combining observed, reconstructed and projected streamflow.

Published in:

Stochastic Environmental Research & Risk Assessment, 2018, v. 32, n. 4, p. 1065, doi. 10.1007/s00477-017-1456-2

By:

Patskoski, Jason;
Sankarasubramanian, A.

Publication type:

Article

Bayesian maximum entropy approach and its applications: a review.

Published in:

Stochastic Environmental Research & Risk Assessment, 2018, v. 32, n. 4, p. 859, doi. 10.1007/s00477-017-1419-7

By:

He, Junyu;
Kolovos, Alexander

Publication type:

Article

Alternating Gaussian process modulated renewal processes for modeling threshold exceedances and durations.

Published in:

Stochastic Environmental Research & Risk Assessment, 2018, v. 32, n. 2, p. 401, doi. 10.1007/s00477-017-1417-9

By:

Schliep, Erin M.;
Gelfand, Alan E.;
Holland, David M.

Publication type:

Article

Simulating rainfall time-series: how to account for statistical variability at multiple scales?

Published in:

Stochastic Environmental Research & Risk Assessment, 2018, v. 32, n. 2, p. 321, doi. 10.1007/s00477-017-1414-z

By:

Oriani, Fabio;
Mehrotra, Raj;
Sharma, Ashish;
Mariethoz, Grégoire;
Straubhaar, Julien;
Renard, Philippe

Publication type:

Article

Joint Monte Carlo and possibilistic simulation for flood damage assessment.

Published in:

Stochastic Environmental Research & Risk Assessment, 2013, v. 27, n. 3, p. 725, doi. 10.1007/s00477-012-0635-4

By:

Yu, J.;
Qin, X.;
Larsen, O.

Publication type:

Article

A recourse-based nonlinear programming model for stream water quality management.

Published in:

Stochastic Environmental Research & Risk Assessment, 2012, v. 26, n. 2, p. 207, doi. 10.1007/s00477-011-0468-6

By:

Li, Y.;
Huang, G.

Publication type:

Article

Predicting the State of Engineering Objects Based on Current Monitoring of Their Parameters.

Published in:

Measurement Techniques, 2016, v. 59, n. 4, p. 345, doi. 10.1007/s11018-016-0969-2

By:

Sysoev, Yu.;
Sal'nikov, A.;
Beketov, V.;
Chernov, A.

Publication type:

Article

Analysis of the Reliability of Measurement Monitoring of the Power Output of Photovoltaic Modules.

Published in:

Measurement Techniques, 2015, v. 57, n. 12, p. 1338, doi. 10.1007/s11018-015-0631-4

By:

Bogomolova, S.;
Lukashov, Yu.;
Shvarts, M.

Publication type:

Article

Estimating the Interval Between Tests of Means of Measurement by the Methods of Mass Servicing Theory.

Published in:

Measurement Techniques, 2015, v. 57, n. 12, p. 1345, doi. 10.1007/s11018-015-0632-3

By:

Sysoev, Yu.;
Simakova, N.

Publication type:

Article

On the existence of entire solutions to a class of semilinear elliptic equations on noncompact Riemann manifolds.

Published in:

Mathematical Notes, 2007, v. 81, n. 1/2, p. 135, doi. 10.1134/S0001434607010154

By:

Mazepa, E.

Publication type:

Article

Fluctuations of a stochastic approximation procedure with diffusion perturbation.

Published in:

Cybernetics & Systems Analysis, 2009, v. 45, n. 5, p. 829, doi. 10.1007/s10559-009-9144-y

By:

Semenyuk, S. A.

Publication type:

Article

Fluctuations of a stochastic system under an asymptotic diffusive perturbation.

Published in:

Cybernetics & Systems Analysis, 2008, v. 44, n. 5, p. 716, doi. 10.1007/s10559-008-9042-8

By:

Semenyuk, S.;
Chabanyuk, Ya.

Publication type:

Article

Optimum Shape Design of Arch Dams by a Combination of Simultaneous Perturbation Stochastic Approximation and Genetic Algorithm Methods.

Published in:

Advances in Structural Engineering, 2008, v. 11, n. 5, p. 501, doi. 10.1260/136943308786412069

By:

Seyedpoor, S. M.;
Gholizadeh, S.

Publication type:

Article

Stochastic approximation method using diagonal positive-definite matrices for convex optimization with fixed point constraints.

Published in:

Fixed Point Theory & Algorithms for Sciences & Engineering, 2021, v. 2021, n. 1, p. 1, doi. 10.1186/s13663-021-00695-3

By:

Iiduka, Hideaki

Publication type:

Article

Data-driven control based on simultaneous perturbation stochastic approximation with adaptive weighted gradient estimation.

Published in:

IET Control Theory & Applications (Wiley-Blackwell), 2016, v. 10, n. 2, p. 201, doi. 10.1049/iet-cta.2015.0636

By:

Na Dong;
Chun-Ho Wu;
Zhong-Ke Gao;
Zeng-qiang Chen;
Wai-Hung Ip

Publication type:

Article

Revenue Management Without Forecasting or Optimization: An Adaptive Algorithm for Determining Airline Seat Protection Levels.

Published in:

Management Science, 2000, v. 46, n. 6, p. 760, doi. 10.1287/mnsc.46.6.760.11936

By:

van Ryzin, Garrett;
McGill, Jeff

Publication type:

Article

Simulation-Based Optimization with Stochastic Approximation Using Common Random Numbers.

Published in:

Management Science, 1999, v. 45, n. 11, p. 1570, doi. 10.1287/mnsc.45.11.1570

By:

Kleinman, Nathan L.;
Spall, James C.;
Naiman, Daniel Q.

Publication type:

Article

A Note on Approximating Peak Congestion in M<sub>t</sub>/G/∞ Queues with Sinusoidal Arrivals.

Published in:

Management Science, 1998, v. 44, n. 11, p. S137, doi. 10.1287/mnsc.44.11.S137

By:

Green, Linda V.;
Kolesar, Peter J.

Publication type:

Article

Chance Constrained Efficiency Evaluation.

Published in:

Management Science, 1995, v. 41, n. 3, p. 442, doi. 10.1287/mnsc.41.3.442

By:

Olesen, O.B.;
Petersen, N.C.

Publication type:

Article

Stochastic Optimization by Simulation: Convergence Proofs for GI/G/1 Queue in Steady-State.

Published in:

Management Science, 1994, v. 40, n. 11, p. 1562, doi. 10.1287/mnsc.40.11.1562

By:

L'Ecuyer, Pierre;
Glynn, Peter W.

Publication type:

Article

Lower Bounds for Multi-echelon Stochastic Inventory Systems.

Published in:

Management Science, 1994, v. 40, n. 11, p. 1426, doi. 10.1287/mnsc.40.11.1426

By:

Chen, Fangruo;
Zheng, Yu-Sheng

Publication type:

Article

Stochastic Optimization by Simulation: Numerical Experiments with the M/M/1 Queue in Steady-State.

Published in:

Management Science, 1994, v. 40, n. 10, p. 1245, doi. 10.1287/mnsc.40.10.1245

By:

L'Ecuyer, Pierre;
Giroux, Nataly;
Glynn, Peter W.

Publication type:

Article

OUTPUT DECISION UNDER DEMAND UNCERTAINTY WITH STOCHASTIC PRODUCTION FUNCTION: A CONTINGENT CLAIMS APPROACH.

Published in:

Management Science, 1990, v. 36, n. 11, p. 1311, doi. 10.1287/mnsc.36.11.1311

By:

Chung, Kee H.

Publication type:

Article

COMPUTING BLOCK-ANGULAR KARMARKAR PROJECTIONS WITH APPLICATIONS TO STOCHASTIC PROGRAMMING.

Published in:

Management Science, 1988, v. 34, n. 12, p. 1472, doi. 10.1287/mnsc.34.12.1472

By:

Birge, John R.;
Liqun Qi

Publication type:

Article

APPROXIMATING EXPECTED WARRANTY COSTS.

Published in:

Management Science, 1988, v. 34, n. 12, p. 1441, doi. 10.1287/mnsc.34.12.1441

By:

Frees, Edward W.;
Seong-Hyun Nam

Publication type:

Article

STRATEGIES FOR THE PROBABILISTIC LOT-SIZING PROBLEM WITH SERVICE-LEVEL CONSTRAINTS.

Published in:

Management Science, 1988, v. 34, n. 9, p. 1096, doi. 10.1287/mnsc.34.9.1096

By:

Bookbinder, James H.;
Jin-Yan Tan

Publication type:

Article

A STOCHASTIC MODEL OF CONSUMER BEHAVIOR AND OPTIMAL ADVERTISING.

Published in:

Management Science, 1982, v. 28, n. 9, p. 1054, doi. 10.1287/mnsc.28.9.1054

By:

Tapiero, Charles S.

Publication type:

Article

MSAEM Estimation for Confirmatory Multidimensional Four‐Parameter Normal Ogive Models.

Published in:

Journal of Educational Measurement, 2024, v. 61, n. 1, p. 99, doi. 10.1111/jedm.12378

By:

Liu, Jia;
Meng, Xiangbin;
Xu, Gongjun;
Gao, Wei;
Shi, Ningzhong

Publication type:

Article

Concentration of Contractive Stochastic Approximation and Reinforcement Learning.

Published in:

Stochastic Systems, 2022, v. 12, n. 4, p. 411, doi. 10.1287/stsy.2022.0097

By:

Chandak, Siddharth;
Borkar, Vivek S.;
Dodhia, Parth

Publication type:

Article

Smoothed Variable Sample-Size Accelerated Proximal Methods for Nonsmooth Stochastic Convex Programs.

Published in:

Stochastic Systems, 2022, v. 12, n. 4, p. 373, doi. 10.1287/stsy.2022.0095

By:

Jalilzadeh, Afrooz;
Shanbhag, Uday;
Blanchet, Jose;
Glynn, Peter W.

Publication type:

Article

Convergence of a Distributed Kiefer-Wolfowitz Algorithm.

Published in:

Stochastic Systems, 2021, v. 11, n. 4, p. 324, doi. 10.1287/stsy.2021.0080

By:

Walrand, Jean

Publication type:

Article

Minibatch Forward-Backward-Forward Methods for Solving Stochastic Variational Inequalities.

Published in:

Stochastic Systems, 2021, v. 11, n. 2, p. 112, doi. 10.1287/stsy.2019.0064

By:

Boţ, Radu Ioan;
Mertikopoulos, Panayotis;
Staudigl, Mathias;
Vuong, Phan Tu

Publication type:

Article

Empirical Q-Value Iteration.

Published in:

Stochastic Systems, 2021, v. 11, n. 1, p. 1, doi. 10.1287/stsy.2019.0062

By:

Kalathil, Dileep;
Borkar, Vivek S.;
Jain, Rahul

Publication type:

Article

Open Problem—Adaptive Constant-Step Stochastic Approximation.

Published in:

Stochastic Systems, 2019, v. 9, n. 3, p. 307, doi. 10.1287/stsy.2019.0046

By:

Pasupathy, Raghu;
Honnappa, Harsha;
Hunter, Susan R.

Publication type:

Article

Open Problem—Iterative Schemes for Stochastic Optimization: Convergence Statements and Limit Theorems.

Published in:

Stochastic Systems, 2019, v. 9, n. 3, p. 299, doi. 10.1287/stsy.2019.0043

By:

Jalilzadeh, Afrooz;
Lei, Jinlong;
Shanbhag, Uday V.

Publication type:

Article

A Concentration Bound for Stochastic Approximation via Alekseev's Formula.

Published in:

Stochastic Systems, 2019, v. 9, n. 1, p. 1, doi. 10.1287/stsy.2018.0019

By:

Thoppe, Gugan;
Borkar, Vivek

Publication type:

Article

Deterministic and Stochastic Primal-Dual Subgradient Algorithms for Uniformly Convex Minimization.

Published in:

Stochastic Systems, 2014, v. 4, n. 1, p. 44, doi. 10.1287/10-SSY010

By:

Juditsky, Anatoli;
Nesterov, Yuri

Publication type:

Article