Stochastic approximation algorithms: Overview and recent trends

Author:

Bharath B,Borkar V S

Publisher

Springer Science and Business Media LLC

Subject

Multidisciplinary

Reference154 articles.

1. Aarts E, Korst J 1989Simulated annealing and Boltzmann machines: A stochastic approach to combinatorial optimization and neural computing (New York: John Wiley)

2. Abdelhamid S 1973 Transformations of observations in stochastic approximation.Ann. Stat. 1: 1158–1174

3. Abounady J, Bertsekas D, Borkar V 1996a Stochastic approximation for nonexpansive maps: application to Q-learning algorithms Preprint no. P-2433, Laboratory for Information and Decision Sciences, MIT, Cambridge, MA

4. Abounady J, Bertsekas D, Borkar V 1996b Learning algorithms for Markov decision processes with average cost Preprint no. P-2434, Laboratory for Information and Decision Sciences, MIT, Cambridge, MA

5. Anbar D 1973 On optimal estimation methods using stochastic approximation procedures.Ann. Stat. 1: 1175–1184

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