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Distribution Estimation for Stochastic Approximation in Finite Samples Using A Surrogate Stochastic Differential Equation Method.

Shuyu LiuYingze HouJames C. Spall
Published in: CISS (2019)
Keyphrases
  • search space
  • objective function
  • cost function
  • parameter estimation
  • pairwise
  • probabilistic model
  • stochastic approximation
  • reinforcement learning
  • monte carlo
  • gaussian distribution