Publications

Convergence rate of moments in stochastic approximation with simultaneous perturbation gradient approximation and resetting

Authors
Gerencsér, László
Publication date
1999

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 44 (5)., pp. 894-905.

Estimation of parameters from quantized noisy observations

Authors
Finesso, L.
Gerencsér, László
Kmecs, I.
Publication date
1999

In: European control conference. ECC '99. Conference proceedings. Karlsruhe, 1999..

Model uncertainty and performance in option pricing

Authors
Gerencsér, László
Michaletzky, György
Rásonyi, Miklós
Publication date
1999

In: 38th IEEE conference on decision and control. Conference proceedings. Phoenix, 1999..

Non-smooth optimization via SPSA

Authors
Gerencsér, László
Kozmann, GY
Vágó, ZS
Editors
Beghi, A
Finesso, L
Picci, G
Publication date
1999

In: Mathematical theory of networks and systems. Proceedings of the MTNS-98 symposium. Padova, 1998..

Optimization over discrete sets via SPSA

Authors
Gerencsér, László
Hill, SD
Vágó, ZS
Publication date
1999

In: 38th IEEE conference on decision and control. Conference proceedings. Phoenix, 1999..

Stochastic approximation for function minimization under quantization error

Authors
Gerencsér, László
Vágó, ZS
Publication date
1999

In: 38th IEEE conference on decision and control. Conference proceedings. Phoenix, 1999..

Stochastic systems in financial mathematics - research activities at SZTAKI

Authors
Gerencsér, László
Publication date
1999

ERCIM NEWS, 38, pp. 13.

Strong approximation methods in the statistical theory of linear stochastic systems

Authors
Gerencsér, László
Publication date
1999

thesis.

The algebra of risk-sensitive identification

Authors
Gerencsér, László
Michaletzky, György
Vágó, ZS
Editors
Beghi, A
Finesso, L
Picci, G
Publication date
1999

In: Mathematical theory of networks and systems. Proceedings of the MTNS-98 symposium. Padova, 1998..

Performance of an adaptive LQ controller with noise injection in continuous time

Authors
Vágó, ZS
Gerencsér, László
Publication date
1998

JOURNAL OF MATHEMATICAL SYSTEMS, ESTIMATION, AND CONTROL, 8 (4)., pp. 503-506.