Research output per year
Research output per year
Description
The SM-SPSA algorithm optimises a function over the stationary distribution of a Markov chain. This is the repository that contains the algorithm code.
| Date made available | 2024 |
|---|---|
| Publisher | GitHub |
Keywords
- Python
- optimization
- software
- spsa
- Markov chain
- network
Research output
- 1 Article
-
A Pseudo-Gradient Approach for Model-Free Markov Chain Optimization
Dieleman, N., Berkhout, J. & Heidergott, B., 8 Sept 2025, In: Asia-Pacific Journal of Operational Research. 2550038.Research output: Contribution to Journal › Article › Academic › peer-review