Showing 21 - 40 results of 159 for search '"Stochastic approximation', query time: 0.04s Refine Results
  1. 21

    A Robust Weak Taylor Approximation Scheme for Solutions of Jump-Diffusion Stochastic Delay Differential Equations by Yanli Zhou, Yonghong Wu, Xiangyu Ge, B. Wiwatanapataphee

    Published 2013-01-01
    “…Stochastic delay differential equations with jumps have a wide range of applications, particularly, in mathematical finance. …”
    Get full text
    Article
  2. 22
  3. 23

    Direct Adaptive Tracking Control for a Class of Pure-Feedback Stochastic Nonlinear Systems Based on Fuzzy-Approximation by Huanqing Wang, Xiaoping Liu, Qi Zhou, Hamid Reza Karimi

    Published 2014-01-01
    “…The problem of fuzzy-based direct adaptive tracking control is considered for a class of pure-feedback stochastic nonlinear systems. During the controller design, fuzzy logic systems are used to approximate the packaged unknown nonlinearities, and then a novel direct adaptive controller is constructed via backstepping technique. …”
    Get full text
    Article
  4. 24
  5. 25
  6. 26
  7. 27

    Optimal investment game for two regulated players with regime switching by Lin Xu, Linlin Wang, Hao Wang, Liming Zhang

    Published 2024-12-01
    Subjects: “…stochastic investment game…”
    Get full text
    Article
  8. 28

    APPROXIMATELY SINGULAR WAVELET by V. M. Romanchak

    Published 2018-08-01
    “…The universal algorithm of approximation makes it possible to apply it to approximate one-dimensional and multidimensional functions, in decision support systems, in the processing of stochastic information, pattern recognition, and solution of boundary-value problems.The introduction explain the idea of the method of singular wavelets – to combine the theory of wavelets with the Nadaraya-Watson kernel regression estimator. …”
    Get full text
    Article
  9. 29

    Higher-Order Expansions for Estimators in the Presence of Nuisance Parameters by Paul Rilstone

    Published 2025-01-01
    Subjects: “…stochastic expansions…”
    Get full text
    Article
  10. 30

    Geometric Asian Options Pricing under the Double Heston Stochastic Volatility Model with Stochastic Interest Rate by Yanhong Zhong, Guohe Deng

    Published 2019-01-01
    “…This paper presents an extension of double Heston stochastic volatility model by incorporating stochastic interest rates and derives explicit solutions for the prices of the continuously monitored fixed and floating strike geometric Asian options. …”
    Get full text
    Article
  11. 31

    Hyperbolic Metric Spaces and Stochastic Embeddings by Chris Gartland

    Published 2025-01-01
    “…Stochastic embeddings of finite metric spaces into graph-theoretic trees have proven to be a vital tool for constructing approximation algorithms in theoretical computer science. …”
    Get full text
    Article
  12. 32

    Stochastic and deterministic models for agricultural production networks by P. Bai, H.T. Banks, S. Dediu, A.Y. Govan, M. Last, A.L. Lloyd, H.K. Nguyen, M.S. Olufsen, G. Rempala, B.D. Slenning

    Published 2007-04-01
    “…An approach to modeling the impact of disturbances in anagricultural production network is presented. A stochastic modeland its approximate deterministic model for averages over samplepaths of the stochastic system are developed. …”
    Get full text
    Article
  13. 33

    Stochastic Portfolio Selection Problem with Reliability Criteria by Xiangsong Meng, Lixing Yang

    Published 2016-01-01
    “…A genetic algorithm with a polishing strategy is designed to search for the approximate optimal solutions of the proposed models. …”
    Get full text
    Article
  14. 34
  15. 35

    Hyperbolic Cross Truncations for Stochastic Fourier Cosine Series by Zhihua Zhang

    Published 2014-01-01
    “…Based on our decomposition of stochastic processes and our asymptotic representations of Fourier cosine coefficients, we deduce an asymptotic formula of approximation errors of hyperbolic cross truncations for bivariate stochastic Fourier cosine series. …”
    Get full text
    Article
  16. 36
  17. 37

    An RBF-LOD Method for Solving Stochastic Diffusion Equations by Samaneh Mokhtari, Ali Mesforush, Reza Mokhtari, Rahman Akbari

    Published 2024-01-01
    “…In this study, we introduce an innovative approach to solving stochastic equations in two and three dimensions, leveraging a time-splitting strategy. …”
    Get full text
    Article
  18. 38

    Existence of Solutions for G-SFDEs with Cauchy-Maruyama Approximation Scheme by Faiz Faizullah

    Published 2014-01-01
    “…We present the Cauchy-Maruyama (CM) approximation scheme and establish the existence theory of stochastic functional differential equations driven by G-Brownian motion (G-SFDEs). …”
    Get full text
    Article
  19. 39
  20. 40