Robust SPSA algorithms for dynamic OD matrix estimation.
Athina TympakianakiHaris N. KoutsopoulosErik JeneliusPublished in: ANT/SEIT (2018)
Keyphrases
- computationally efficient
- orders of magnitude
- linear algebra
- learning algorithm
- computational cost
- optimization problems
- theoretical analysis
- convex optimization
- robust estimation
- stochastic approximation
- data structure
- computational complexity
- significant improvement
- markov decision processes
- matrix multiplication