Found 57 Documents (Results 1–57)
Krause mean processes generated by cubic stochastic matrices with weak influences. (English) Zbl 07842922
Reviewer: Emil Saucan (Karmiel)
Krause mean processes generated by cubic stochastic diagonally primitive matrices. (English) Zbl 1526.60043
Nonexpansive Markov operators and random function iterations for stochastic fixed point problems. (English) Zbl 1521.60038
Stochastic approximation with discontinuous dynamics, differential inclusions, and applications. (English) Zbl 07692274
Disease extinction for susceptible-infected-susceptible models on dynamic graphs and hypergraphs. (English) Zbl 07876573
Limiting characteristics of queueing systems with vanishing perturbations. (English. Russian original) Zbl 1504.60188
Dokl. Math. 106, No. 2, 375-379 (2022); translation from Dokl. Ross. Akad. Nauk, Mat. Inform. Protsessy Upr. 506, 83-88 (2022).
A finite memory interacting Pólya contagion network and its approximating dynamical systems. (English) Zbl 1490.92116
Edge deletion algorithms for minimizing spread in SIR epidemic models. (English) Zbl 1490.92120
Reviewer: Yilun Shang (Newcastle)
A regularized stochastic subgradient projection method for an optimal control problem in a stochastic partial differential equation. (English) Zbl 1500.93146
Parasidis, Ioannis. N. (ed.) et al., Mathematical analysis in interdisciplinary research. Cham: Springer. Springer Optim. Appl. 179, 417-429 (2021).
An iteratively regularized stochastic gradient method for estimating a random parameter in a stochastic PDE. A variational inequality approach. (English) Zbl 07557729
Minibatch forward-backward-forward methods for solving stochastic variational inequalities. (English) Zbl 1489.90195
Langevin dynamics for adaptive inverse reinforcement learning of stochastic gradient algorithms. (English) Zbl 1541.68317
Distributed linear regression by averaging. (English) Zbl 1486.62199
Reviewer: Hongwei Sun (Jinan)
Stochastic recursive inclusions in two timescales with nonadditive iterate-dependent Markov noise. (English) Zbl 1460.62136
An incremental bundle method for portfolio selection problem under second-order stochastic dominance. (English) Zbl 1461.91281
Reviewer: Yuliya S. Mishura (Kyïv)
Bridging the gap between constant step size stochastic gradient descent and Markov chains. (English) Zbl 1454.62242
Reviewer: Krzysztof J. Szajowski (Wrocław)
On the rates of convergence of parallelized averaged stochastic gradient algorithms. (English) Zbl 1440.62313
Open problem: Iterative schemes for stochastic optimization: convergence statements and limit theorems. (English) Zbl 1453.90108
Reviewer: Kurt Marti (München)
Game-theoretic learning and allocations in robust dynamic coalitional games. (English) Zbl 1422.91072
Optimal survey schemes for stochastic gradient descent with applications to \(M\)-estimation. (English) Zbl 1420.62036
Improved mixing rates of directed cycles by added connection. (English) Zbl 1485.05164
Reviewer: Nikolaos Fountoulakis (Birmingham)
Iterated proportional fitting procedure and infinite products of stochastic matrices. (English) Zbl 1453.15014
Donati-Martin, Catherine (ed.) et al., Séminaire de probabilités XLIX. Cham: Springer. Lect. Notes Math. 2215, 75-117 (2018).
Consistency of logistic classifier in abstract Hilbert spaces. (English) Zbl 1418.62075
Reviewer: Thorsten Dickhaus (Berlin)
Near-optimal stochastic approximation for online principal component estimation. (English) Zbl 1414.62214
Mean-variance policy for discrete-time cone-constrained markets: time consistency in efficiency and the minimum-variance signed supermartingale measure. (English) Zbl 1541.91222
Constrained continuous-time Markov decision processes on the finite horizon. (English) Zbl 1370.90285
Reaching consensus in unbalanced networks with coarse information communication. (English) Zbl 1342.93010
Noise-to-state exponentially stable distributed convex optimization on weight-balanced digraphs. (English) Zbl 1346.49046
Descent direction method with line search for unconstrained optimization in noisy environment. (English) Zbl 1328.90091
Parametrization of random vectors in polynomial chaos expansions via optimal transportation. (English) Zbl 1351.60089
Consensus-based distributed optimisation of multi-agent networks via a two level subgradient-proximal algorithm. (English) Zbl 1312.93005
Optimal investment and price dependence in a semi-static market. (English) Zbl 1312.91083
Reviewer: Yuliya S. Mishura (Kyïv)
Reinforcement learning algorithms with function approximation: recent advances and applications. (English) Zbl 1328.68176
Group pinning consensus under fixed and randomly switching topologies with acyclic partition. (English) Zbl 1300.93017
On the convergence rate of diffusion in the bidirectional Erdős-Rényi networks: an \(H^2\)-norm perspective. (English) Zbl 1395.05152
Absorbing continuous-time Markov decision processes with total cost criteria. (English) Zbl 1282.90229
Reviewer: Marius Iosifescu (Bucureşti)
On backward product of stochastic matrices. (English) Zbl 1275.15021
Reviewer: Huang Wenxue (Scarborough)
The convex geometry of linear inverse problems. (English) Zbl 1280.52008
Reviewer: Igor V. Konnov (Kazan)
Projected equation methods for approximate solution of large linear systems. (English) Zbl 1165.65010
Reviewer: Jiri Náprstek (Praha)
Asymptotic analysis of temporal-difference learning algorithms with constant step-sizes. (English) Zbl 1470.68185
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