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Connection of Diagonal Hessian Estimates to Natural Gradients in Stochastic Optimization.

Shiqing SunJames C. Spall
Published in: CISS (2021)
Keyphrases
  • stochastic optimization
  • multistage
  • covariance matrix
  • robust optimization
  • step size
  • genetic algorithm
  • decision making
  • reinforcement learning
  • cooperative
  • decision makers
  • missing data
  • hessian matrix