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  • Search: subject:"Stochastic Approximation"
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Year of publication
Subject
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stochastic approximation 76 Stochastischer Prozess 53 Stochastic process 52 Stochastic approximation 39 Mathematical programming 32 Mathematische Optimierung 32 Theorie 31 Theory 30 Learning process 23 Lernprozess 23 Algorithm 16 Algorithmus 16 Estimation theory 16 Schätztheorie 16 Markov chain 12 Markov-Kette 12 Game theory 11 Spieltheorie 11 Learning 10 Adaptive learning 8 Simulation 8 Lernen 7 Stochastic Approximation 7 stochastic optimization 7 Dynamic programming 6 Monte-Carlo-Simulation 6 Monte Carlo simulation 5 Nash equilibrium 5 Nash-Gleichgewicht 5 Rational expectations 5 learning 5 Adaptive Learning 4 Decision 4 Decision under uncertainty 4 Entscheidung 4 Entscheidung unter Unsicherheit 4 Escape Dynamics 4 Large deviations 4 Portfolio selection 4 Rationale Erwartung 4
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Online availability
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Undetermined 88 Free 38 CC license 2
Type of publication
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Article 100 Book / Working Paper 43 Other 1
Type of publication (narrower categories)
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Article in journal 55 Aufsatz in Zeitschrift 55 Working Paper 14 Arbeitspapier 10 Graue Literatur 10 Non-commercial literature 10 Thesis 2 Article 1 Hochschulschrift 1
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Language
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English 81 Undetermined 63
Author
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Bhatnagar, Shalabh 6 Bogomolova, Anna 4 Christopeit, Norbert 4 Kolyuzhnov, Dmitri 4 Massmann, Michael 4 Bravo, Mario 3 Evans, George W. 3 Flåm, Sjur Didrik 3 Funai, Naoki 3 Glynn, Peter W. 3 Gur, Yonatan 3 Honkapohja, Seppo 3 Hu, Jiaqiao 3 Marti, Kurt 3 Mohlin, Erik 3 Sharia, Teo 3 Wang, Joseph Tao-yi 3 Wu, Jia 3 Zhang, Liwei 3 Zhang, Yule 3 Arel-Bundock, Vincent 2 Audet, Charles 2 Balseiro, Santiago R. 2 Beggs, Alan 2 Bervoets, Sebastian 2 Besbes, Omar 2 Bigeon, Jean 2 Corsi, Fulvio 2 Costa, Manon 2 Couderc, Romain 2 Faure, Mathieu 2 Gadat, Sébastien 2 Gerencsér, László 2 Homem-de-Mello, Tito 2 Kleywegt, Anton 2 Koenker, Roger 2 Kokkolaras, Michael 2 Kouritzin, Michael A. 2 Kunnumkal, Sumit 2 L'Ecuyer, Pierre 2
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Institution
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Department of Economics, Oxford University 3 Institutt for Økonomi, Universitetet i Bergen 3 Econometric Society 2 Institut für Schweizerisches Bankwesen <Zürich> 2 Society for Computational Economics - SCE 2 University of Bonn, Germany 2 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1 Department of Economics, Business School 1 Department of Economics, University of Oregon 1 Départment des sciences administratives, Université du Québec en Outaouais (UQO) 1 Erasmus University Rotterdam, Econometric Institute 1 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 1 HAL 1 Institut for Marketing og Organisation, Aarhus Universitet 1 Society for Economic Dynamics - SED 1 Tinbergen Institute 1 Tinbergen Instituut 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
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Mathematics of operations research 14 Operations research 8 Computational Statistics 5 Management Science 5 Mathematical Methods of Operations Research 4 Statistics & Probability Letters 4 Economics Series Working Papers / Department of Economics, Oxford University 3 INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences 3 Statistical Inference for Stochastic Processes 3 Working Papers in Economics 3 Annals of the Institute of Statistical Mathematics 2 Computational Statistics & Data Analysis 2 Department of Economics discussion paper series / University of Oxford 2 International journal of theoretical and applied finance 2 Journal of Economic Theory 2 Journal of economic theory 2 Journal of the Operational Research Society 2 Les cahiers du GERAD 2 Metrika 2 Tinbergen Institute Discussion Papers 2 Working papers / TSE : WP 2 2006 Meeting Papers 1 Annals of Finance 1 Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries 1 Annual Review of Economics 1 Asia-Pacific Journal of Operational Research (APJOR) 1 CEMMAP working papers / Centre for Microdata Methods and Practice 1 CORE Discussion Papers 1 Computational Optimization and Applications 1 Computers & operations research : and their applications to problems of world concern ; an international journal 1 Computing in Economics and Finance 2004 1 Computing in Economics and Finance 2005 1 Discussion Paper Serie A 1 Discussion Paper Serie B 1 Discussion paper / Tinbergen Institute 1 Dynamic games and applications : DGA 1 EURO Journal on decision processes 1 Econometric Institute Report 1 Econometric Institute Research Papers 1 Econometric Society 2004 Far Eastern Meetings 1
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Source
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ECONIS (ZBW) 68 RePEc 67 EconStor 5 USB Cologne (business full texts) 2 BASE 2
Showing 11 - 20 of 144
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Two-stage appointment scheduling considering patient foldback under a stochastic approximation approach
Duan, Yongrui; Xiang, Chuanhui; Chen, Mingzhou - In: Journal of the Operational Research Society 75 (2024) 12, pp. 2375-2391
Persistent link: https://www.econbiz.de/10015188868
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Stochastic optimization methods : applications in engineering and operations research
Marti, Kurt - 2024 - Fourth edition
techniques. Several deterministic and stochastic approximation methods are provided: Taylor expansion methods, regression and … methods, convex approximation/deterministic descent directions/efficient points, stochastic approximation and gradient …
Persistent link: https://www.econbiz.de/10014535168
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Nonparametric multi-product dynamic pricing with demand learning via simultaneous price perturbation
Yang, Xiangyu; Zhang, Jianghua; Hu, Jian-Qiang; Hu, Jiaqiao - In: European journal of operational research : EJOR 319 (2024) 1, pp. 191-205
Persistent link: https://www.econbiz.de/10015083563
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A Lyapunov theory for finite-sample guarantees of Markovian stochastic approximation
Chen, Zaiwei; Maguluri, Siva Theja; Shakkottai, Sanjay; … - In: Operations research 72 (2024) 4, pp. 1352-1367
Persistent link: https://www.econbiz.de/10015045379
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Mortality forecasting using a Lexis-based state-space model
Andersson, Patrik; Lindholm, Mathias - In: Annals of actuarial science : publ. by the Institute of … 15 (2021) 3, pp. 519-548
Persistent link: https://www.econbiz.de/10012656701
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Optimal oracle inequalities for projected fixed-point equations, with applications to policy evaluation
Mou, Wenlong; Pananjady, Ashwin; Wainwright, Martin J. - In: Mathematics of operations research 48 (2023) 4, pp. 2308-2336
Persistent link: https://www.econbiz.de/10014437828
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Adaptive inventory replenishment using structured reinforcement learning by exploiting a policy structure
Park, Hyungjun; Choi, Dong Gu; Min, Daiki - In: International journal of production economics 266 (2023), pp. 1-11
Persistent link: https://www.econbiz.de/10014440063
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Stochastic approximation proximal method of multipliers for convex stochastic programming
Zhang, Liwei; Zhang, Yule; Xiao, Xiantao; Wu, Jia - In: Mathematics of operations research 48 (2023) 1, pp. 177-193
Persistent link: https://www.econbiz.de/10014312542
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Interpretable matrix completion : a discrete optimization approach
Bertsimas, Dimitris; Li, Michael Lingzhi - In: INFORMS journal on computing : JOC ; charting new … 35 (2023) 5, pp. 952-965
Persistent link: https://www.econbiz.de/10014422676
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Learning with minimal information in continuous games
Bervoets, Sebastian; Bravo, Mario; Faure, Mathieu - In: Theoretical Economics 15 (2020) 4, pp. 1471-1508
While payoff-based learning models are almost exclusively devised for finite action games, where players can test every action, it is harder to design such learning processes for continuous games. We construct a stochastic learning rule, designed for games with continuous action sets, which...
Persistent link: https://www.econbiz.de/10013189012
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