114 search results - page 1 / 23 » Regression Methods for Stochastic Control Problems and Their... |
SIAMCO
2010
13 years 3 months ago
2010
SIAMCO
2000
13 years 4 months ago
2000
It is shown here that stability of the stochastic approximation algorithm is implied by the asymptotic stability of the origin for an associated ODE. This in turn implies convergen...
CDC
2010
IEEE
12 years 12 months ago
2010
IEEE
The focus of this paper is on the set intersection problem for closed convex sets admitting projection operation in a closed form. The objective is to investigate algorithms that w...
GECCO
2007
Springer
13 years 11 months ago
2007
Springer
Several theoretical analyses of the dynamics of particle swarms have been offered in the literature over the last decade. Virtually all rely on substantial simplifications, incl...
ICML
2000
IEEE
14 years 5 months ago
2000
IEEE
This paper presents a general method to derive tight rates of convergence for numerical approximations in optimal control when we consider variable resolution grids. We study the ...