Publication | Date of Publication | Type |
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Truncated Cauchy random perturbations for smoothed functional-based stochastic optimization | 2024-04-24 | Paper |
A Generalized Minimax Q-Learning Algorithm for Two-Player Zero-Sum Stochastic Games | 2023-09-21 | Paper |
An Incremental Fast Policy Search Using a Single Sample Path | 2022-11-04 | Paper |
Generalized Second-Order Value Iteration in Markov Decision Processes | 2022-10-11 | Paper |
Analyzing Approximate Value Iteration Algorithms | 2022-09-26 | Paper |
Stochastic recursive inclusions with non-additive iterate-dependent Markov noise | 2022-06-30 | Paper |
Stochastic Approximation With Iterate-Dependent Markov Noise Under Verifiable Conditions in Compact State Space With the Stability of Iterates Not Ensured | 2022-02-24 | Paper |
On tight bounds for function approximation error in risk-sensitive reinforcement learning | 2021-11-10 | Paper |
Asynchronous Stochastic Approximations With Asymptotically Biased Errors and Deep Multiagent Learning | 2021-09-09 | Paper |
Stochastic Recursive Inclusions in Two Timescales with Nonadditive Iterate-Dependent Markov Noise | 2021-01-08 | Paper |
Gradient-Based Adaptive Stochastic Search for Simulation Optimization Over Continuous Space | 2020-11-09 | Paper |
Analysis of Stochastic Approximation Schemes With Set-Valued Maps in the Absence of a Stability Guarantee and Their Stabilization | 2020-10-07 | Paper |
Random Directions Stochastic Approximation With Deterministic Perturbations | 2020-10-07 | Paper |
Two Time-Scale Stochastic Approximation with Controlled Markov Noise and Off-Policy Temporal-Difference Learning | 2020-03-11 | Paper |
Stability of Stochastic Approximations With “Controlled Markov” Noise and Temporal Difference Learning | 2019-07-18 | Paper |
An online prediction algorithm for reinforcement learning with linear function approximation using cross entropy method | 2018-12-07 | Paper |
An incremental off-policy search in a model-free Markov decision process using a single sample path | 2018-11-12 | Paper |
https://portal.mardi4nfdi.de/entity/Q5375231 | 2018-09-14 | Paper |
Random directions stochastic approximation with deterministic perturbations | 2018-08-08 | Paper |
https://portal.mardi4nfdi.de/entity/Q4576234 | 2018-07-12 | Paper |
A Linearly Relaxed Approximate Linear Program for Markov Decision Processes | 2018-06-27 | Paper |
Two-timescale simultaneous perturbation stochastic approximation using deterministic perturbation sequences | 2018-06-12 | Paper |
Adaptive multivariate three-timescale stochastic approximation algorithms for simulation based optimization | 2018-06-12 | Paper |
Adaptive Newton-based multivariate smoothed functional algorithms for simulation optimization | 2018-06-12 | Paper |
Optimal parameter trajectory estimation in parameterized SDEs | 2018-06-12 | Paper |
Stochastic approximation algorithms for constrained optimization via simulation | 2018-04-16 | Paper |
A stability criterion for two timescale stochastic approximation schemes | 2017-10-11 | Paper |
A Generalization of the Borkar-Meyn Theorem for Stochastic Recursive Inclusions | 2017-09-22 | Paper |
Adaptive System Optimization Using Random Directions Stochastic Approximation | 2017-07-27 | Paper |
A Simultaneous Perturbation Stochastic Approximation-Based Actor–Critic Algorithm for Markov Decision Processes | 2017-07-12 | Paper |
Actor-Critic Algorithms with Online Feature Adaptation | 2017-06-30 | Paper |
Smoothed Functional Algorithms for Stochastic Optimization Using q -Gaussian Distributions | 2017-06-30 | Paper |
Multi-armed bandits based on a variant of simulated annealing | 2016-12-13 | Paper |
Stochastic recursive inclusion in two timescales with an application to the Lagrangian dual problem | 2016-11-25 | Paper |
Dynamics of stochastic approximation with iterate-dependent Markov noise under verifiable conditions in compact state space with the stability of iterates not ensured | 2016-01-10 | Paper |
Necessary and sufficient conditions for optimality in constrained general sum stochastic games | 2015-11-02 | Paper |
Simultaneous perturbation Newton algorithms for simulation optimization | 2015-03-11 | Paper |
A simulation‐based algorithm for optimal pricing policy under demand uncertainty | 2015-02-25 | Paper |
Newton-based stochastic optimization using \(q\)-Gaussian smoothed functional algorithms | 2014-11-19 | Paper |
New algorithms of the Q-learning type | 2014-03-19 | Paper |
General-sum stochastic games: verifiability conditions for Nash equilibria | 2012-12-13 | Paper |
Stochastic recursive algorithms for optimization. Simultaneous perturbation methods | 2012-08-20 | Paper |
https://portal.mardi4nfdi.de/entity/Q3174029 | 2011-10-12 | Paper |
Monte-Carlo estimation of time-dependent statistical characteristics of random dynamical systems | 2011-08-28 | Paper |
The Borkar-Meyn theorem for asynchronous stochastic approximations | 2011-07-27 | Paper |
An actor-critic algorithm with function approximation for discounted cost constrained Markov decision processes | 2011-01-12 | Paper |
Natural actor-critic algorithms | 2010-01-08 | Paper |
Ant Colony Optimization Algorithms for Shortest Path Problems | 2009-03-26 | Paper |
An extension of Wick's theorem | 2008-10-30 | Paper |
Gelfand-Yaglom-Perez theorem for generalized relative entropy functionals | 2008-01-03 | Paper |
Reinforcement learning based algorithms for average cost Markov decision processes | 2007-08-27 | Paper |
Actor-critic algorithms for hierarchical Markov decision processes | 2006-12-07 | Paper |
Multiscale Stochastic Approximation for Parametric Optimization of Hidden Markov Models | 2006-09-22 | Paper |
Nongeneralizability of Tsallis Entropy by means of Kolmogorov-Nagumo averages under pseudo-additivity | 2005-05-30 | Paper |
Nonextensive triangle equality and other properties of Tsallis relative-entropy minimization | 2005-01-11 | Paper |
A time aggregation approach to Markov decision processes | 2002-09-05 | Paper |
An optimal fuel-injection policy for performance enhancement in internal combustion engines. | 2002-02-18 | Paper |
https://portal.mardi4nfdi.de/entity/Q2724383 | 2001-12-17 | Paper |
A two Timescale Stochastic Approximation Scheme for Simulation-Based Parametric Optimization | 2000-12-12 | Paper |
A Convex Analytic Framework for Ergodic Control of Semi-Markov Processes | 1996-07-15 | Paper |