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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 111 - 120 of 144
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High-dimensional Exploratory Item Factor Analysis by A Metropolis–Hastings Robbins–Monro Algorithm
Cai, Li - In: Psychometrika 75 (2010) 1, pp. 33-57
Persistent link: https://www.econbiz.de/10008515504
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Bayesian multiple change-point estimation with annealing stochastic approximation Monte Carlo
Kim, Jaehee; Cheon, Sooyoung - In: Computational Statistics 25 (2010) 2, pp. 215-239
Persistent link: https://www.econbiz.de/10008515570
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A stochastic approximation method for the single-leg revenue management problem with discrete demand distributions
Kunnumkal, Sumit; Topaloglu, Huseyin - In: Mathematical Methods of Operations Research 70 (2009) 3, pp. 477-504
protection levels. In this paper, we develop a new stochastic approximation method to compute the optimal protection levels under …
Persistent link: https://www.econbiz.de/10010950119
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Learning and Macroeconomics
Evans, George W.; Honkapohja, Seppo - In: Annual Review of Economics 1 (2009) 1, pp. 421-451
. This paper describes the expectational stability (E-stability) principle and the stochastic approximation tools used to …
Persistent link: https://www.econbiz.de/10008765250
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A stochastic approximation method for the single-leg revenue management problem with discrete demand distributions
Kunnumkal, Sumit; Topaloglu, Huseyin - In: Computational Statistics 70 (2009) 3, pp. 477-504
protection levels. In this paper, we develop a new stochastic approximation method to compute the optimal protection levels under …
Persistent link: https://www.econbiz.de/10010759332
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Simulation-Based Optimization with Stochastic Approximation Using Common Random Numbers
Kleinman, Nathan L.; Spall, James C.; Naiman, Daniel Q. - In: Management Science 45 (1999) 11, pp. 1570-1578
Numbers method in the iterative Finite Difference Stochastic Approximation optimization algorithm (FDSA) can increase the … is the algorithm's iteration number. Simultaneous Perturbation Stochastic Approximation (SPSA) is a newer and often much …
Persistent link: https://www.econbiz.de/10009191640
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A behavioral stock market model
Gerencsér, László; Mátyás, Zalán - In: Mathematical Methods of Operations Research 67 (2008) 1, pp. 43-63
stochastic approximation procedure for finding market equilibrium is described. The proposed procedure is analyzed using the …
Persistent link: https://www.econbiz.de/10010999834
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Recursive parameter estimation: convergence
Sharia, Teo - In: Statistical Inference for Stochastic Processes 11 (2008) 2, pp. 157-175
Persistent link: https://www.econbiz.de/10005184589
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Computing Virtual Nesting Controls for Network Revenue Management Under Customer Choice Behavior
Ryzin, Garrett van; Vulcano, Gustavo - In: Manufacturing & Service Operations Management 10 (2008) 3, pp. 448-467
We consider a revenue management, network capacity control problem in a setting where heterogeneous customers choose among the various products offered by a firm (e.g., different flight times, fare classes, and/or routings). Customers may therefore substitute if their preferred products are not...
Persistent link: https://www.econbiz.de/10009218847
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A behavioral stock market model
Gerencsér, László; Mátyás, Zalán - In: Computational Statistics 67 (2008) 1, pp. 43-63
stochastic approximation procedure for finding market equilibrium is described. The proposed procedure is analyzed using the …
Persistent link: https://www.econbiz.de/10010759426
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