Vivek S. Borkar

From MaRDI portal
Person:203041

Available identifiers

zbMath Open borkar.vivek-shripadWikidataQ28481221 ScholiaQ28481221MaRDI QIDQ203041

List of research outcomes

PublicationDate of PublicationType
Stochastic approximation. A dynamical systems viewpoint2023-09-04Paper
In memoriam: Aristotle Arapostathis (1954--2021). Stochastic control and stability with applications2023-06-27Paper
A selection procedure for extracting the unique Feller weak solution of degenerate diffusions2023-04-03Paper
Concentration of Contractive Stochastic Approximation and Reinforcement Learning2023-01-23Paper
A concentration bound for \(\operatorname{LSPE}( \lambda )\)2023-01-05Paper
Whittle indexability in egalitarian processor sharing systems2022-11-09Paper
Online Reinforcement Learning of Optimal Threshold Policies for Markov Decision Processes2022-07-28Paper
ERRATUM: LP Formulations of Discrete Time Long-Run Average Optimal Control Problems: The Nonergodic Case2022-05-03Paper
Revisiting SIR in the Age of COVID-19: Explicit Solutions and Control Problems2022-04-27Paper
Whittle index based Q-learning for restless bandits with average reward2022-03-18Paper
Corrigendum to: ``A concentration bound for contractive stochastic approximation2022-03-01Paper
A concentration bound for contractive stochastic approximation2021-11-10Paper
Prospect-theoretic Q-learning2021-11-10Paper
Full Gradient DQN Reinforcement Learning: A Provably Convergent Scheme2021-09-30Paper
“Controlled” Versions of the Collatz–Wielandt and Donsker–Varadhan Formulae2021-08-31Paper
Simultaneous small noise limit for singularly perturbed slow-fast coupled diffusions2021-07-15Paper
A variational characterization of the optimal exit rate for controlled diffusions2021-05-27Paper
On the relative value iteration with a risk-sensitive criterion2021-05-20Paper
Empirical Q-Value Iteration2021-03-29Paper
A Variational Characterization of the Risk-Sensitive Average Reward for Controlled Diffusions on $\mathbb{R}^d$2021-03-18Paper
A Concentration Bound for Stochastic Approximation via Alekseev’s Formula2020-06-18Paper
Metastability in stochastic replicator dynamics2019-12-18Paper
Postponing collapse: ergodic control with a probabilistic constraint2019-11-20Paper
Non-asymptotic error bounds for constant stepsize stochastic approximation for tracking mobile agents2019-11-07Paper
On the fastest finite Markov processes2019-10-04Paper
LP Formulations of Discrete Time Long-Run Average Optimal Control Problems: The NonErgodic Case2019-08-30Paper
Linear programming formulation of long-run average optimal control problem2019-06-07Paper
Aerial monitoring of slow moving convoys using elliptical orbits2019-05-20Paper
Opportunistic Scheduling as Restless Bandits2019-03-29Paper
Distributed Stochastic Approximation with Local Projections2018-12-19Paper
Whittle Index Policy for Crawling Ephemeral Content2018-12-19Paper
https://portal.mardi4nfdi.de/entity/Q45584842018-11-22Paper
Mean field limits through local interactions2018-11-19Paper
Reinforcement learning, sequential Monte Carlo and the EM algorithm2018-10-31Paper
Distributed and asynchronous methods for semi-supervised learning2018-10-26Paper
Controlled equilibrium selection in stochastically perturbed dynamics2018-10-24Paper
Whittle Index for Partially Observed Binary Markov Decision Processes2018-06-27Paper
Q-learning for Markov decision processes with a satisfiability criterion2018-05-16Paper
https://portal.mardi4nfdi.de/entity/Q46394182018-05-09Paper
Approachability in Stackelberg stochastic games with vector costs2018-04-03Paper
A Distributed Boyle--Dykstra--Han Scheme2017-09-07Paper
Structural Properties of Optimal Transmission Policies Over a Randomly Varying Channel2017-08-08Paper
Distributed Reinforcement Learning via Gossip2017-07-27Paper
Actor-Critic Algorithms with Online Feature Adaptation2017-06-30Paper
Dynamic Cesaro-Wardrop equilibration in networks2017-06-20Paper
A Correction to “A Relative Value Iteration Algorithm for Nondegenerate Controlled Diffusions2017-06-07Paper
A Variational Formula for Risk-Sensitive Reward2017-05-24Paper
Manufacturing Consent2017-05-16Paper
Risk-Constrained Markov Decision Processes2017-05-16Paper
Risk-sensitive control and an abstract Collatz-Wielandt formula2017-01-10Paper
Event-driven stochastic approximation2016-12-13Paper
Nonlinear Gossip2016-06-23Paper
CORRECTION TO “TRANSMISSION RATE CONTROL OVER RANDOMLY VARYING CHANNELS”2016-05-23Paper
Gaussian approximations in high dimensional estimation2016-05-20Paper
https://portal.mardi4nfdi.de/entity/Q34562212015-12-11Paper
Relative Value Iteration for Stochastic Differential Games2014-10-31Paper
A stochastic Kaczmarz algorithm for network tomography2014-10-20Paper
Convergence of the Relative Value Iteration for the Ergodic Control Problem of Nondegenerate Diffusions under Near-Monotone Costs2014-07-30Paper
Asymptotics of the Invariant Measure in Mean Field Models with Jumps2014-07-21Paper
Stochastic approximation with long range dependent and heavy tailed noise2013-11-25Paper
Oja's algorithm for graph clustering, Markov spectral decomposition, and risk sensitive control2013-08-28Paper
Markov chains, Hamiltonian cycles and volumes of convex bodies2013-04-08Paper
A Relative Value Iteration Algorithm for Nondegenerate Controlled Diffusions2012-11-29Paper
Hamiltonian cycle problem and Markov chains.2012-02-14Paper
Ergodic Control of Diffusion Processes2011-12-19Paper
https://portal.mardi4nfdi.de/entity/Q31005812011-11-24Paper
https://portal.mardi4nfdi.de/entity/Q31740292011-10-12Paper
Optimal Distributed Uplink Channel Allocation: A Constrained MDP Formulation2011-08-08Paper
A Learning Algorithm for Risk-Sensitive Cost2011-04-27Paper
Uniform Recurrence Properties of Controlled Diffusions and Applications to Optimal Control2011-03-21Paper
ERRATUM: White-Noise Representations in Stochastic Realization Theory2011-03-21Paper
On a controlled eigenvalue problem2011-01-12Paper
Application of nonlinear filtering to credit risk2010-12-23Paper
Erratum to: Risk-sensitive control with near monotone cost2010-12-03Paper
Singular Perturbations in Risk-Sensitive Stochastic Control2010-12-03Paper
Risk-sensitive control with near monotone cost2010-11-22Paper
Erratum to: Risk-sensitive control with near monotone cost2010-11-22Paper
On the Hamiltonicity Gap and doubly stochastic matrices2010-11-09Paper
A new Markov selection procedure for degenerate diffusions2010-10-13Paper
McKean–Vlasov Limit in Portfolio Optimization2010-10-07Paper
Quasi-stationary distributions as centrality measures for the giant strongly connected component of a reducible graph2010-08-27Paper
https://portal.mardi4nfdi.de/entity/Q35805492010-08-13Paper
https://portal.mardi4nfdi.de/entity/Q35804672010-08-12Paper
Controlled diffusion processes2010-06-29Paper
Finite dimensional approximation and Newton-based algorithm for stochastic approximation in Hilbert space2010-06-17Paper
Small noise asymptotics for invariant densities for a class of diffusions: a control theoretic view2009-11-06Paper
A new learning algorithm for optimal stopping2009-09-01Paper
Adaptive Importance Sampling Technique for Markov Chains Using Stochastic Approximation2009-08-13Paper
Stochastic Control with Imperfect Models2009-05-27Paper
Stochastic approximation. A dynamical systems viewpoint.2009-04-20Paper
Opportunistic Transmission over Randomly Varying Channels2009-03-26Paper
Some Examples of Stochastic Approximation in Communications2009-03-17Paper
Cooperative dynamics and Wardrop equilibria2009-03-02Paper
A note on linear function approximation using random projections2009-01-27Paper
https://portal.mardi4nfdi.de/entity/Q35277012008-09-29Paper
Singular Perturbations in Ergodic Control of Diffusions2008-09-23Paper
Averaging of singularly perturbed controlled stochastic differential equations2008-02-18Paper
Dynamic Programming for Ergodic Control of Markov Chains under Partial Observations: A Correction2007-11-16Paper
https://portal.mardi4nfdi.de/entity/Q54233052007-10-23Paper
Common randomness and distributed control: A counterexample2007-08-23Paper
On Existence of Limit Occupational Measures Set of a Controlled Stochastic Differential Equation2007-03-20Paper
https://portal.mardi4nfdi.de/entity/Q54910352006-09-26Paper
An actor-critic algorithm for constrained Markov decision processes2006-09-25Paper
Stochastic approximation with `controlled Markov' noise2006-09-25Paper
Multiscale Stochastic Approximation for Parametric Optimization of Hidden Markov Models2006-09-22Paper
Avoidance of traps in stochastic approximation2006-09-21Paper
Performance analysis conditioned on rare events: an adaptive simulation scheme2006-03-16Paper
Dynamic programming for ergodic control with partial observations.2005-11-29Paper
Risk-Sensitive Optimal Control for Markov Decision Processes with Monotone Cost2005-11-11Paper
Q-Learning for Risk-Sensitive Control2005-11-11Paper
On de Finetti coherence and Kolmogorov probability2005-09-29Paper
A further remark on dynamic programming for partially observed Markov processes2005-08-05Paper
TRANSMISSION RATE CONTROL OVER RANDOMLY VARYING CHANNELS2005-05-09Paper
Ergodic Control for Constrained Diffusions: Characterization Using HJB Equations2005-02-28Paper
Charge-based control of DiffServ-like queues2005-01-26Paper
Markov control problems under communication constraints2004-05-18Paper
https://portal.mardi4nfdi.de/entity/Q44516922004-03-01Paper
A LEARNING ALGORITHM FOR DISCRETE-TIME STOCHASTIC CONTROL2004-02-02Paper
Ergodic Control of Partially Degenerate Diffusions in a Compact Domain2003-12-18Paper
Mathematical programming embeddings of logic2003-04-28Paper
https://portal.mardi4nfdi.de/entity/Q27680282002-11-18Paper
Convexity in stochastic control2002-10-17Paper
https://portal.mardi4nfdi.de/entity/Q45474432002-08-21Paper
Bayesian parameter estimation and adaptive control of Markov processes with time-averaged cost2002-08-14Paper
On the Lock-in Probability of Stochastic Approximation2002-06-27Paper
Stochastic Approximation for Nonexpansive Maps: Application to Q-Learning Algorithms2002-06-23Paper
A sensitivity formula for risk-sensitive cost and the actor-critic algorithm2002-03-03Paper
Controlled Markov chains with constraints.2002-02-18Paper
Managing interprocessor delays in distributed recursive algorithms2002-02-18Paper
The actor-critic algorithm as multi-time-scale stochastic approximation.2002-02-18Paper
Stochastic approximation algorithms: overview and recent trends.2002-02-18Paper
REINFORCEMENT LEARNING IN MARKOVIAN EVOLUTIONARY GAMES2002-01-01Paper
Learning Algorithms for Markov Decision Processes with Average Cost2001-10-29Paper
https://portal.mardi4nfdi.de/entity/Q27225752001-07-12Paper
Optimal Sequential Vector Quantization of Markov Sources2001-06-21Paper
The value function in ergodic control of diffusion processes with partial observations II2001-01-07Paper
Recursive self-tuning control of finite Markov chains2001-01-03Paper
Stability of annealing schemes and related processes2000-12-12Paper
A two Timescale Stochastic Approximation Scheme for Simulation-Based Parametric Optimization2000-12-12Paper
A strong approximation theorem for stochastic recursive algorithms2000-11-28Paper
The value function in ergodic control of diffusion processes with partial observations2000-11-13Paper
Sample complexity for Markov chain self-tuner2000-10-26Paper
Average Cost Dynamic Programming Equations For Controlled Markov Chains With Partial Observations2000-10-18Paper
An analog scheme for fixed-point computation-Part II: Applications2000-09-26Paper
Actor-Critic--Type Learning Algorithms for Markov Decision Processes2000-03-19Paper
The O.D.E. Method for Convergence of Stochastic Approximation and Reinforcement Learning2000-03-19Paper
Evolutionary games with two timescales1999-12-06Paper
https://portal.mardi4nfdi.de/entity/Q47635911999-11-08Paper
https://portal.mardi4nfdi.de/entity/Q42442401999-05-24Paper
Optimal control of semilinear stochastic evolution equations1999-04-28Paper
Ergodic control of partially observed Markov chains1999-01-12Paper
Stochastic approximation with two time scales1998-07-23Paper
A unified framework for hybrid control: model and optimal control theory1998-06-11Paper
Asynchronous Stochastic Approximations1998-05-10Paper
Occupation measures for controlled Markov processes: Characterization and optimality1997-06-03Paper
Ergodic control of degenerate diffusions1997-04-16Paper
Distributed computation of fixed points of \(\infty\)-nonexpansive maps1997-01-19Paper
Errata corrige to: Stochastic differential games: Occupation measure based approach1996-09-16Paper
Stochastic processes that generate polygonal and related random fields1996-07-28Paper
https://portal.mardi4nfdi.de/entity/Q48822481996-07-18Paper
A Convex Analytic Framework for Ergodic Control of Semi-Markov Processes1996-07-15Paper
On ergodic control of degenerate diffusions1996-04-01Paper
On Extremal Solutions of Controlled Nonlinear Filtering Equations1996-01-10Paper
https://portal.mardi4nfdi.de/entity/Q48583741995-12-12Paper
On infinitesimal \(\sigma\)-fields generated by random processes1994-10-10Paper
White-Noise Representations in Stochastic Realization Theory1994-05-24Paper
Stochastic differential games: Occupation measure based approach1994-04-27Paper
Denumerable state stochastic games with limiting average payoff1994-04-27Paper
On the Milito-Cruz adaptive control scheme for Markov chains1994-04-27Paper
Ergodic Control of Markov Chains with Constraints—the General Case1994-03-27Paper
https://portal.mardi4nfdi.de/entity/Q42804811994-02-24Paper
https://portal.mardi4nfdi.de/entity/Q42034151993-09-13Paper
Discrete-Time Controlled Markov Processes with Average Cost Criterion: A Survey1993-09-13Paper
Controlled diffusions with constraints. II1993-09-05Paper
On extremal solutions to stochastic control problems. II1993-08-23Paper
Correction to: Ergodic and adaptive control of nearest-neighbor motions1993-01-16Paper
Pathwise recurrence orders and simulated annealing1993-01-16Paper
https://portal.mardi4nfdi.de/entity/Q39950821992-09-17Paper
https://portal.mardi4nfdi.de/entity/Q39994741992-09-17Paper
On extremal solutions to stochastic control problems1992-06-27Paper
Controlled diffusions with constraints1992-06-25Paper
Ergodic and adaptive control of nearest-neighbor motions1992-06-25Paper
Errata: The probabilistic structure of controlled diffusion processes1992-06-25Paper
A remark on control of partially observed Markov chains1991-01-01Paper
Self-tuning control of diffusions without the identifiability condition1991-01-01Paper
Ergodic control of multidimensional diffusions. II: Adaptive control1990-01-01Paper
The Kumar-Becker-Lin scheme revisited1990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34962721990-01-01Paper
Mimicking finite dimensional marginals of a controlled diffusion by simpler controls1989-01-01Paper
``Minimum toll control of diffusions1989-01-01Paper
A topology for Markov controls1989-01-01Paper
Control of Markov Chains with Long-Run Average Cost Criterion: The Dynamic Programming Equations1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38273751989-01-01Paper
A convex analytic approach to Markov decision processes1988-01-01Paper
The probabilistic structure of controlled diffusion processes1988-01-01Paper
Controlled diffusions with boundary-crossing costs1988-01-01Paper
Stochastic quantization of field theory in finite and infinite volume1988-01-01Paper
Ergodic Control of Multidimensional Diffusions I: The Existence Results1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38152371988-01-01Paper
Control of a partially observed diffusion up to an exit time1987-01-01Paper
A comparison principle for certain convex functionals of a diffusion process without drift1987-01-01Paper
Corrections to ``Ergodic control problem for one-dimensional diffusions with near-monotone cost1986-01-01Paper
The nisio semigroup for controlled diffusions with partial observations1986-01-01Paper
A remark on the attainable distributions of controlled diffusions1986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38090271985-01-01Paper
A note on controlled diffusions on line with time-averaged cost1984-01-01Paper
Ergodic control problem for one-dimensional diffusions with near-monotone cost1984-01-01Paper
Parameter identification in infinte dimensional linear systems1984-01-01Paper
On Minimum Cost Per Unit Time Control of Markov Chains1984-01-01Paper
Evolution of interacting particles in a brownian medium1984-01-01Paper
Existence of optimal controls for partially observed diffusions1983-01-01Paper
Parameter estimation in stochastic systems: some recent results and applications1982-01-01Paper
Pathwise smoothing of Markov processes with noisy observations1982-01-01Paper
Identification and Adaptive Control of Markov Chains1982-01-01Paper
Asymptotic agreement in distributed estimation1982-01-01Paper
Parameter estimation in continuous-time stochastic processes1982-01-01Paper
Finite chain approximation for a continuous stochastic control problem1981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47497081981-01-01Paper
Adaptive control of Markov chains, I: Finite parameter set1979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41948411979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41948451979-01-01Paper

Research outcomes over time


Doctoral students

No records found.


Known relations from the MaRDI Knowledge Graph

PropertyValue
MaRDI profile typeMaRDI person profile
instance ofhuman


This page was built for person: Vivek S. Borkar