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Items for "stochastic gradient descent"

Approximation by quantization of the filter process and applications to optimal stopping problems under partial observation

We present an approximation method for discrete time nonlinear filtering in view of solving dynamic optimization problems under partial information...

Keywords: Nonlinear filtering, Markov chain, quantization, stochastic gradient descent, Monte Carlo simulations, partial observation, optimal stopping

03/2005 | Monte Carlo Methods and Applications, Walter de Gruyter

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You are here: Home :: Keyword index :: Sof bis tim :: Stickstoffmonoxid - stone absence or presence stochastic gradient descent

Items for "stochastic gradient descent"

Approximation by quantization of the filter process and applications to optimal stopping problems under partial observation