منابع مشابه
Semi-Stochastic Gradient Descent Methods
In this paper we study the problem of minimizing the average of a large number (n) of smooth convex loss functions. We propose a new method, S2GD (Semi-Stochastic Gradient Descent), which runs for one or several epochs in each of which a single full gradient and a random number of stochastic gradients is computed, following a geometric law. The total work needed for the method to output an ε-ac...
متن کاملStochastic Control Strategies and Adaptive Critic Methods
Adaptive critic methods have common roots as generalizations of dynamic programming for neural reinforcement learning approaches. Since they approximate the dynamic programming solutions, they are potentially suitable for learning in noisy, nonlinear and nonstationary environments. In this study, a novel probabilistic dual heuristic programming (DHP) based adaptive critic controller is proposed...
متن کاملStochastic Model Predictive Control: State space methods
1 Performance objective and closed-loop convergence 1 1.1 Stochastic system models . . . . . . . . . . . . . . . . . . . 1 1.2 Performance cost . . . . . . . . . . . . . . . . . . . . . . . . 4 1.3 Cost evaluation . . . . . . . . . . . . . . . . . . . . . . . . . 8 1.4 Unconstrained optimal control . . . . . . . . . . . . . . . . . 12 1.5 Receding horizon control, stability and convergence . . ...
متن کاملRegression methods for stochastic control problems
In this paper we develop several regression algorithms for solving general stochastic optimal control problems via Monte Carlo. This type of algorithms is particulary useful for problems with high-dimensional state space and complex dependence structure of the underlying Markov process with respect to some control. The main idea of the algorithms is to simulate a set of trajectories under some ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Banach Center Publications
سال: 1985
ISSN: 0137-6934,1730-6299
DOI: 10.4064/-14-1-47-58