STOCHASTIC APPROXIMATIONS AND APPLICATIONS
نویسندگان
چکیده
منابع مشابه
Stochastic Approximations and Differential Inclusions, Part II: Applications
We apply the theoretical results on “stochastic approximations and differential inclusions” developed in Benäım, Hofbauer and Sorin (2005) to several adaptive processes used in game theory including: classical and generalized approachability, no-regret potential procedures (Hart and Mas-Colell), smooth fictitious play (Fudenberg and Levine).
متن کاملStochastic Approximations and Differential Inclusions
The dynamical systems approach to stochastic approximation is generalized to the case where the mean differential equation is replaced by a differential inclusion. The limit set theorem of Benäım and Hirsch is extended to this situation. Internally chain transitive sets and attractors are studied in detail for set-valued dynamical systems. Applications to game theory are given, in particular to...
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The convergence of online learning algorithms is analyzed using the tools of the stochastic approximation theory, and proved under very weak conditions. A general framework for online learning algorithms is first presented. This framework encompasses the most common online learning algorithms in use today, as illustrated by several examples. The stochastic approximation theory then provides gen...
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The asymptotic behavior of a distributed, asynchronous stochastic approximation scheme is analyzed in terms of a limiting nonautonomous differential equation. The relation between the latter and the relative values of suitably rescaled relative frequencies of updates of different components is underscored.
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In this paper we develop closed form approximations for the probability density function (PDF) of the reliability metrics (L-values) in bit-interleaved coded modulation (BICM). The expressions are valid for M-ary quadrature amplitude modulations (M-QAM) with Gray mapping when the metrics are calculated using the so-called max-log approximation. Based on the developed expressions, we also propos...
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ژورنال
عنوان ژورنال: Science and Technology Development Journal
سال: 2010
ISSN: 1859-0128
DOI: 10.32508/stdj.v13i3.2148