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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 71 - 80 of 144
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Consistent Estimation of Structural Parameters in Regression Models with Adaptive Learning
Christopeit, Norbert; Massmann, Michael - Tinbergen Institute - 2010
estimation of the parameters in an auxiliary model. The learning scheme employed by the agents belongs to the class of stochastic … approximation algorithms whose gain sequence is decreasing to zero. Our focus is on the estimation of the parameters in the …
Persistent link: https://www.econbiz.de/10008484069
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Consistent estimation of structural parameters in regression models with adaptive learning
Christopeit, Norbert; Massmann, Michael - 2010
estimation of the parameters in an auxiliary model. The learning scheme employed by the agents belongs to the class of stochastic … approximation algorithms whose gain sequence is decreasing to zero. Our focus is on the estimation of the parameters in the …
Persistent link: https://www.econbiz.de/10011381034
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Some convergence theorems for RM algorithm
Wang, Zhen; Mu, Jianyong; Miao, Yu - In: Statistics & Probability Letters 99 (2015) C, pp. 54-60
In this paper, we consider the multi-dimensional Kesten algorithm studied in Xu and Dai (2012). The convergence in rth mean for the algorithm is established under the weaker assumptions than Xu and Dai (2012). Moreover, we obtain also the almost sure convergence of the algorithm under the...
Persistent link: https://www.econbiz.de/10011208316
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Non-stationary stochastic optimization
Besbes, Omar; Gur, Yonatan; Zeevi, Assaf - In: Operations research 63 (2015) 5, pp. 1227-1244
Persistent link: https://www.econbiz.de/10011397831
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Penalty-regulated dynamics and robust learning procedures in games
Coucheney, Pierre; Gaujal, Bruno; Mertikopoulos, Panayotis - In: Mathematics of operations research 40 (2015) 3, pp. 611-633
Persistent link: https://www.econbiz.de/10011338699
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A method for distribution network design and models for option-contracting strategy with buyers' learning
Lee, Jinpyo - 2008
This dissertation contains two topics in operations research. The first topic is to design a distribution network to facilitate the repeated movement of shipments from many origins to many destinations. A method is developed to estimate transportation costs as a function of the number of...
Persistent link: https://www.econbiz.de/10009475970
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Learning and Macroeconomics
Evans, George W.; Honkapohja, Seppo - Department of Economics, University of Oregon - 2008
paper describes the E-stability principle and the stochastic approximation tools used to assess equilibria under learning …
Persistent link: https://www.econbiz.de/10005593735
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Advancing Learning and Evolutionary Game Theory with an Application to Social Dilemmas
Izquierdo, Luis R. - Volkswirtschaftliche Fakultät, … - 2008
This thesis advances game theory by formally analysing the implications of replacing some of its most stringent assumptions with alternatives that –at least in certain contexts– have received greater empirical support. Specifically, this thesis makes two distinct contributions in the field...
Persistent link: https://www.econbiz.de/10005790121
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SIMULATION-BASED OPTIMIZATION BY NEW STOCHASTIC APPROXIMATION ALGORITHM
XU, ZI; LI, YINGYING; ZHAO, XINGFANG - In: Asia-Pacific Journal of Operational Research (APJOR) 31 (2014) 04, pp. 1450026-1
This paper proposes one new stochastic approximation algorithm for solving simulation-based optimization problems. It … regarded as a stochastic approximation algorithm with a special matrix step size. The almost sure convergence and the …
Persistent link: https://www.econbiz.de/10010888464
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Stochastic fictitious play with continuous action sets
Perkins, S.; Leslie, D.S. - In: Journal of Economic Theory 152 (2014) C, pp. 179-213
via stochastic approximation. In this paper we study stochastic fictitious play in games with continuous action spaces … using the same method. This requires the asymptotic pseudo-trajectory approach to stochastic approximation to be extended to …
Persistent link: https://www.econbiz.de/10010785015
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