Login / Signup

Uncertainty Quantification for Stochastic Approximation Limits Using Chaos Expansion.

Stéphane CrépeyGersende FortEmmanuel GobetUladzislau Stazhynski
Published in: SIAM/ASA J. Uncertain. Quantification (2020)
Keyphrases
  • stochastic approximation
  • monte carlo
  • neural network
  • reinforcement learning
  • policy iteration
  • incomplete information
  • robust optimization