Browsing Computer Science and Automation (CSA) by Subject "Simultaneous Perturbation Stochastic Approximation (SPSA)"
Now showing items 1-3 of 3
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A Nonlinear Stochastic Optimization Framework For RED
(2011-09-23) -
Simulation Based Algorithms For Markov Decision Process And Stochastic Optimization
(2010-08-06)In Chapter 2, we propose several two-timescale simulation-based actor-critic algorithms for solution of infinite horizon Markov Decision Processes (MDPs) with finite state-space under the average cost criterion. On the ... -
Stochastic Newton Methods With Enhanced Hessian Estimation
(2018-05-22)Optimization problems involving uncertainties are common in a variety of engineering disciplines such as transportation systems, manufacturing, communication networks, healthcare and finance. The large number of input ...