377 search results - page 13 / 76 » Convergence of Stochastic Iterative Dynamic Programming Algo... |
NIPS
1993
14 years 11 months ago
1993
Stochastic optimization algorithms typically use learning rate schedules that behave asymptotically as (t) = 0=t. The ensemble dynamics (Leen and Moody, 1993) for such algorithms ...
88
Voted
CDC
2008
IEEE
15 years 4 months ago
2008
IEEE
— This paper addresses the computational overhead involved in probabilistic reachability computations for a general class of controlled stochastic hybrid systems. An approximate ...
SIAMJO
2010
14 years 8 months ago
2010
Abstract. Sequential quadratic programming (SQP) methods form a class of highly efficient algorithms for solving nonlinearly constrained optimization problems. Although second deri...
ANOR
2006
14 years 9 months ago
2006
This paper derives a new splitting-based decomposition algorithm for convex stochastic programs. It combines certain attractive features of the progressive hedging algorithm of Roc...
87
Voted
CCE
2004
14 years 9 months ago
2004
The algorithmic framework developed for improving heuristic solutions of the new version of deterministic TSP [Choi et al., 2002] is extended to the stochastic case. To verify the...