Convergence results on stochastic adaptive learning
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DOI: 10.1007/s00199-018-1150-8
Abstract: We investigate an adaptive learning model which nests several existing learning models such as payoff assessment learning, valuation learning, stochastic fictitious play learning, experience-weighted attraction learning and delta learning with foregone payoff information in normal… read more here.
Keywords: convergence results; results stochastic; adaptive learning; stochastic adaptive ... See more keywords
Stochastic Adaptive Optimization With Dithers
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DOI: 10.1109/tac.2021.3050438
Abstract: Optimization methods are essential and have been used extensively in a broad spectrum of applications. Most existing literature on optimization algorithms does not consider systems that involve unknown system parameters. This article studies a class… read more here.
Keywords: optimization; convergence; adaptive optimization; optimization algorithms ... See more keywords
Stochastic Adaptive Linear Quadratic Differential Games
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DOI: 10.1109/tac.2023.3274863
Abstract: Game theory is playing more and more important roles in understanding complex systems and in investigating intelligent machines with various uncertainties. As a starting point, we consider the classical two-player zero-sum linear-quadratic stochastic differential games,… read more here.
Keywords: quadratic differential; adaptive linear; differential games; stochastic adaptive ... See more keywords
Stochastic adaptive-service level agreement-based energy management model for smart grid and prosumers
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DOI: 10.1371/journal.pone.0278324
Abstract: The growing issue of demand-supply management between the prosumers and the local energy market requires an efficient and reliable energy management model. The microlayers, such as prosumers, energy districts, and macro players, namely retail dealers… read more here.
Keywords: energy; stochastic adaptive; model; adaptive service ... See more keywords