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NIPS
1993
15 years 8 months ago
Convergence of Stochastic Iterative Dynamic Programming Algorithms
Recent developments in the area of reinforcement learning have yielded a number of new algorithms for the prediction and control of Markovian environments. These algorithms,includ...
Tommi Jaakkola, Michael I. Jordan, Satinder P. Sin...
170
Voted
CSSE
2008
IEEE
16 years 1 months ago
Stochastic Gradient Algorithm for Multi-input Systems Based on the Auxiliary Model
—This paper presents an auxiliary model based stochastic gradient parameter estimation algorithm for multiinput output-error systems by minimizing a quadratic cost function. The ...
Yuwu Liao, Xianfang Wang, Rui Feng Ding
SIAMCO
2002
71views more  SIAMCO 2002»
15 years 6 months ago
Rate of Convergence for Constrained Stochastic Approximation Algorithms
There is a large literature on the rate of convergence problem for general unconstrained stochastic approximations. Typically, one centers the iterate n about the limit point then...
Robert Buche, Harold J. Kushner
148
Voted
SAINT
2005
IEEE
16 years 6 days ago
A Matrix Pattern Compliant Strong Stochastic Bound
Stochastic bounds are a promising method to analyze QoS requirements. Indeed it is sufficient to prove that a bound of the real performance satisfies the guarantee. However, the...
Ana Busic, Jean-Michel Fourneau