Benjamin Van Roy

From MaRDI portal


List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Reinforcement Learning, Bit by Bit
Foundations and Trends® in Machine Learning
2023-12-19Paper
Satisficing in Time-Sensitive Bandit Learning
Mathematics of Operations Research
2023-01-09Paper
Learning to optimize via information-directed sampling
Operations Research
2020-10-05Paper
Deep exploration via randomized value functions
 
2020-02-07Paper
A Tutorial on Thompson Sampling
Foundations and Trends® in Machine Learning
2018-11-23Paper
Efficient reinforcement learning in deterministic systems with value function generalization
Mathematics of Operations Research
2017-09-22Paper
Convergence of Min-Sum Message Passing for Quadratic Optimization
IEEE Transactions on Information Theory
2017-08-08Paper
Convergence of Min-Sum Message-Passing for Convex Optimization
IEEE Transactions on Information Theory
2017-07-27Paper
Universal Reinforcement Learning
IEEE Transactions on Information Theory
2017-07-27Paper
Gaussian-Dirichlet Posterior Dominance in Sequential Learning
 
2017-02-14Paper
An information-theoretic analysis of Thompson sampling
Journal of Machine Learning Research (JMLR)
2016-06-06Paper
Adaptive execution: exploration and learning of price impact
Operations Research
2016-03-22Paper
Learning to optimize via posterior sampling
Mathematics of Operations Research
2015-04-24Paper
Directed principal component analysis
Operations Research
2014-11-26Paper
Learning a factor model via regularized PCA
Machine Learning
2014-08-20Paper
Resource allocation via message passing
INFORMS Journal on Computing
2012-07-28Paper
Manipulation Robustness of Collaborative Filtering
Management Science
2012-02-27Paper
Dynamic pricing with a prior on market response
Operations Research
2011-11-24Paper
Investment and market structure in industries with congestion
Operations Research
2011-11-24Paper
Computational methods for oblivious equilibrium
Operations Research
2011-11-17Paper
Industry dynamics: foundations for models with an infinite number of firms
Journal of Economic Theory
2011-10-28Paper
Control of diffusions via linear programming
International Series in Operations Research & Management Science
2011-05-31Paper
On regression-based stopping times
Discrete Event Dynamic Systems
2010-10-15Paper
A short proof of optimality for the MIN cache replacement algorithm
Information Processing Letters
2010-01-29Paper
A Nonparametric Approach to Multiproduct Pricing
Operations Research
2009-08-13Paper
The Linear Programming Approach to Approximate Dynamic Programming
Operations Research
2009-07-09Paper
Capacity of the Trapdoor Channel With Feedback
IEEE Transactions on Information Theory
2009-02-24Paper
Consensus Propagation
IEEE Transactions on Information Theory
2008-12-21Paper
Markov Perfect Industry Dynamics With Many Firms
Econometrica
2008-12-15Paper
Performance Loss Bounds for Approximate Value Iteration with State Aggregation
Mathematics of Operations Research
2008-05-27Paper
A Cost-Shaping Linear Program for Average-Cost Approximate Dynamic Programming with Performance Guarantees
Mathematics of Operations Research
2008-05-27Paper
Strategic Execution in the Presence of an Uninformed Arbitrageur
 
2008-01-18Paper
An approximate dynamic programming approach to decentralized control of stochastic systems
 
2007-09-03Paper
Convergence of the Min-Sum Algorithm for Convex Optimization
 
2007-05-29Paper
A generalized Kalman filter for fixed point approximation and efficient temporal-difference learning
Discrete Event Dynamic Systems
2007-01-18Paper
Feature-based methods for large scale dynamic programming
Machine Learning
2006-06-29Paper
Tetris: A study of randomized constraint sampling
 
2006-04-18Paper
On Constraint Sampling in the Linear Programming Approach to Approximate Dynamic Programming
Mathematics of Operations Research
2005-11-11Paper
Algorithms and Models for the Web-Graph
Lecture Notes in Computer Science
2005-08-22Paper
Decentralized decision-making in a large team with local information.
Games and Economic Behavior
2003-07-30Paper
scientific article; zbMATH DE number 1786126 (Why is no real title available?)
 
2002-08-21Paper
An analysis of belief propagation on the turbo decoding graph with Gaussian densities
IEEE Transactions on Information Theory
2002-08-04Paper
On average versus discounted reward temporal-difference learning
Machine Learning
2002-07-08Paper
On the existence of fixed points for approximate value iteration and temporal-difference learning
Journal of Optimization Theory and Applications
2001-02-19Paper
Optimal stopping of Markov processes: Hilbert space theory, approximation algorithms, and an application to pricing high-dimensional financial derivatives
IEEE Transactions on Automatic Control
2000-10-17Paper
Average cost temporal-difference learning
Automatica
2000-02-28Paper
An analysis of temporal-difference learning with function approximation
IEEE Transactions on Automatic Control
1999-05-06Paper
Feature-based methods for large scale dynamic programming
Machine Learning
1996-04-21Paper


Research outcomes over time


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