
AdaGrad
 Referenced in 157 articles
[sw22202]
 advances in stochastic optimization and online learning which employ proximal functions to control the gradient...

Duali
 Referenced in 26 articles
[sw01245]
 designed to solve deterministic and stochastic optimal control models of economic systems. The Duali part ... useful for teaching about dynamic deterministic and stochastic economic models. It is also a useful...

OPTCON
 Referenced in 14 articles
[sw02660]
 OPTCON: An algorithm for the optimal control of nonlinear stochastic models. The authors describe ... algorithm for the optimal control of nonlinear dynamic control that allows for additive uncertainty ... well as for the presence of a stochastic parameter vector in the system equations ... Bellman’s principle of optimality to solve the problem. These two steps are repeated until...

SOCSol4L
 Referenced in 2 articles
[sw15008]
 solution to a continuoustime stochastic optimal control problem. Computing the solution to a stochastic ... optimal control problem is difficult. A method of approximating ... solution to a given continuoustime stochastic optimal control problem using Markov chains was developed...

RMAX
 Referenced in 32 articles
[sw02539]
 algorithm, covering zerosum stochastic games. (2) It has a builtin mechanism for resolving ... exploitation dilemma. (3) It formally justifies the “optimism under uncertainty” bias used in many ... algorithm for learning in single controller stochastic games. (5) It generalizes the algorithm by Monderer...

InfSOCSol
 Referenced in 1 article
[sw08392]
 continuoustime in nite horizon stochastic optimal control problem. This paper describes a suite ... optimal solution to an inﬁnitehorizon stochastic optimal control problem. The suite is an updated...

StOpt
 Referenced in 10 articles
[sw32903]
 objects provided permitting to easily solve an optimization problem by regression. Different methods are available ... regressors), for underlying states following some uncontrolled Stochastic Differential Equations (python binding provided). SemiLagrangian ... controlled Stochastic Differential Equations (C++ only). Stochastic Dual Dynamic Programming methods to deal with stochastic ... some problems where the underlying stochastic state is controlled. Some pure Monte Carlo Methods...

SCAFFOLD
 Referenced in 4 articles
[sw34100]
 SCAFFOLD: Stochastic Controlled Averaging for Federated Learning. Federated Averaging (FedAvg) has emerged as the algorithm ... propose a new algorithm (SCAFFOLD) which uses control variates (variance reduction) to correct ... usefulness of localsteps in distributed optimization...

DISPRO
 Referenced in 7 articles
[sw14791]
 optimal control; ORBITAL’, unconstrained optimization and approximation [61]; NDO, nondifferentiable and stochastic optimization...

STaLiRo
 Referenced in 20 articles
[sw09775]
 based on stochastic optimization techniques including MonteCarlo methods and AntColony Optimization. Among ... industry for modelbased development of control software. We present the architecture of STaLiRo...

DualPC
 Referenced in 10 articles
[sw08479]
 Duali/Dualpc software for quadraticlinear optimal control models. Duali (which is pronounced “dual I”) provides ... interface for deterministic, passive and active learning stochastic models as well as solvers for deterministic...

SReachTools
 Referenced in 6 articles
[sw30627]
 likelihood that the state of a stochastic system will remain within a collection of time ... bounded control authority. SReachTools implements several new algorithms based on convex optimization, computational geometry ... compute over and underapproximations of the stochastic reach set. SReachTools can be used ... closedloop systems and can also perform controller synthesis via openloop, affine, and state...

Memorize
 Referenced in 1 article
[sw30155]
 with provable guarantees as an optimal control problem for stochastic differential equations with jumps ... cost on the reviewing frequency, the optimal reviewing schedule is given by the recall probability...

PGSL
 Referenced in 11 articles
[sw04748]
 direct stochastic algorithm for global search This paper presents a new algorithm called probabilistic global ... PGSL is founded on the assumption that optimal solutions can be identified through focusing search ... tasks in areas of design, diagnosis and control...

OREXJ
 Referenced in 1 article
[sw07410]
 simulationbased optimization approach for a stochastic multilocation inventory control model, and an optimization...

SAM
 Referenced in 2 articles
[sw04882]
 order to be able to deal with stochastic numbers. As a consequence ... dynamically control the numerical methods used and more particularly to determine the optimal number...

GOP
 Referenced in 6 articles
[sw17432]
 initialization of a given deterministic or stochastic optimization algorithm. Our objective is to improve ... performance of the considered algorithm, called core optimization algorithm, by reducing its number of cost ... approach, the core optimization is considered as a suboptimization problem for a multilayer ... core optimization algorithms: Steepest Descent, HeavyBall, Genetic Algorithm, Differential Evolution and Controlled Random Search...

POGTGolog
 Referenced in 3 articles
[sw32303]
 theoretic multiagent planning in partially observable stochastic games. In this framework, we assume ... rewards. POGTGolog allows for specifying a partial control program in a highlevel logical language ... then completed by an interpreter in an optimal way. To this end, we define...

simontwostage
 Referenced in 1 article
[sw37355]
 determine the minimax and optimal designs proposed by Simon (1989, Controlled Clinical Trials ... Medicine 23: 561–569). Furthermore, nonstochastic and stochastic curtailment rules can be implemented in both...