Publication | Date of Publication | Type |
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Risk-sensitive control, single controller games and linear programming | 2023-10-26 | Paper |
Stochastic approximation. A dynamical systems viewpoint | 2023-09-04 | Paper |
In memoriam: Aristotle Arapostathis (1954--2021). Stochastic control and stability with applications | 2023-06-27 | Paper |
Functional Central Limit Theorem for Two Timescale Stochastic Approximation | 2023-06-09 | Paper |
A selection procedure for extracting the unique Feller weak solution of degenerate diffusions | 2023-04-03 | Paper |
Remarks on Differential Inclusion limits of Stochastic Approximation | 2023-03-08 | Paper |
Concentration of Contractive Stochastic Approximation and Reinforcement Learning | 2023-01-23 | Paper |
A concentration bound for \(\operatorname{LSPE}( \lambda )\) | 2023-01-05 | Paper |
Ergodic Risk-sensitive control -- A survey | 2022-12-31 | Paper |
Whittle indexability in egalitarian processor sharing systems | 2022-11-09 | Paper |
A Concentration Bound for Distributed Stochastic Approximation | 2022-10-09 | Paper |
Online Reinforcement Learning of Optimal Threshold Policies for Markov Decision Processes | 2022-07-28 | Paper |
ERRATUM: LP Formulations of Discrete Time Long-Run Average Optimal Control Problems: The Nonergodic Case | 2022-05-03 | Paper |
Revisiting SIR in the Age of COVID-19: Explicit Solutions and Control Problems | 2022-04-27 | Paper |
Whittle index based Q-learning for restless bandits with average reward | 2022-03-18 | Paper |
Corrigendum to: ``A concentration bound for contractive stochastic approximation | 2022-03-01 | Paper |
A selection procedure for extracting the unique Feller weak solution of degenerate diffusions | 2022-02-27 | Paper |
A concentration bound for contractive stochastic approximation | 2021-11-10 | Paper |
Prospect-theoretic Q-learning | 2021-11-10 | Paper |
Full Gradient DQN Reinforcement Learning: A Provably Convergent Scheme | 2021-09-30 | Paper |
“Controlled” Versions of the Collatz–Wielandt and Donsker–Varadhan Formulae | 2021-08-31 | Paper |
Simultaneous small noise limit for singularly perturbed slow-fast coupled diffusions | 2021-07-15 | Paper |
A variational characterization of the optimal exit rate for controlled diffusions | 2021-05-27 | Paper |
On the relative value iteration with a risk-sensitive criterion | 2021-05-20 | Paper |
Empirical Q-Value Iteration | 2021-03-29 | Paper |
A Variational Characterization of the Risk-Sensitive Average Reward for Controlled Diffusions on $\mathbb{R}^d$ | 2021-03-18 | Paper |
Linear and dynamic programs for risk-sensitive cost minimization | 2021-03-14 | Paper |
A Concentration Bound for Stochastic Approximation via Alekseev’s Formula | 2020-06-18 | Paper |
Metastability in stochastic replicator dynamics | 2019-12-18 | Paper |
Postponing collapse: ergodic control with a probabilistic constraint | 2019-11-20 | Paper |
Non-asymptotic error bounds for constant stepsize stochastic approximation for tracking mobile agents | 2019-11-07 | Paper |
On the fastest finite Markov processes | 2019-10-04 | Paper |
LP Formulations of Discrete Time Long-Run Average Optimal Control Problems: The NonErgodic Case | 2019-08-30 | Paper |
Linear programming formulation of long-run average optimal control problem | 2019-06-07 | Paper |
Aerial monitoring of slow moving convoys using elliptical orbits | 2019-05-20 | Paper |
Opportunistic Scheduling as Restless Bandits | 2019-03-29 | Paper |
Distributed Stochastic Approximation with Local Projections | 2018-12-19 | Paper |
Whittle Index Policy for Crawling Ephemeral Content | 2018-12-19 | Paper |
https://portal.mardi4nfdi.de/entity/Q4558484 | 2018-11-22 | Paper |
Mean field limits through local interactions | 2018-11-19 | Paper |
Reinforcement learning, sequential Monte Carlo and the EM algorithm | 2018-10-31 | Paper |
Distributed and asynchronous methods for semi-supervised learning | 2018-10-26 | Paper |
Controlled equilibrium selection in stochastically perturbed dynamics | 2018-10-24 | Paper |
Concentration bounds for two time scale stochastic approximation | 2018-06-28 | Paper |
Whittle Index for Partially Observed Binary Markov Decision Processes | 2018-06-27 | Paper |
Q-learning for Markov decision processes with a satisfiability criterion | 2018-05-16 | Paper |
https://portal.mardi4nfdi.de/entity/Q4639418 | 2018-05-09 | Paper |
Approachability in Stackelberg stochastic games with vector costs | 2018-04-03 | Paper |
A Distributed Boyle--Dykstra--Han Scheme | 2017-09-07 | Paper |
Structural Properties of Optimal Transmission Policies Over a Randomly Varying Channel | 2017-08-08 | Paper |
Distributed Reinforcement Learning via Gossip | 2017-07-27 | Paper |
Actor-Critic Algorithms with Online Feature Adaptation | 2017-06-30 | Paper |
Dynamic Cesaro-Wardrop equilibration in networks | 2017-06-20 | Paper |
A Correction to “A Relative Value Iteration Algorithm for Nondegenerate Controlled Diffusions | 2017-06-07 | Paper |
A Variational Formula for Risk-Sensitive Reward | 2017-05-24 | Paper |
Manufacturing Consent | 2017-05-16 | Paper |
Risk-Constrained Markov Decision Processes | 2017-05-16 | Paper |
Risk-sensitive control and an abstract Collatz-Wielandt formula | 2017-01-10 | Paper |
Event-driven stochastic approximation | 2016-12-13 | Paper |
Nonlinear Gossip | 2016-06-23 | Paper |
CORRECTION TO “TRANSMISSION RATE CONTROL OVER RANDOMLY VARYING CHANNELS” | 2016-05-23 | Paper |
Gaussian approximations in high dimensional estimation | 2016-05-20 | Paper |
https://portal.mardi4nfdi.de/entity/Q3456221 | 2015-12-11 | Paper |
Relative Value Iteration for Stochastic Differential Games | 2014-10-31 | Paper |
A stochastic Kaczmarz algorithm for network tomography | 2014-10-20 | Paper |
Convergence of the Relative Value Iteration for the Ergodic Control Problem of Nondegenerate Diffusions under Near-Monotone Costs | 2014-07-30 | Paper |
Asymptotics of the Invariant Measure in Mean Field Models with Jumps | 2014-07-21 | Paper |
Stochastic approximation with long range dependent and heavy tailed noise | 2013-11-25 | Paper |
Oja's algorithm for graph clustering, Markov spectral decomposition, and risk sensitive control | 2013-08-28 | Paper |
Markov chains, Hamiltonian cycles and volumes of convex bodies | 2013-04-08 | Paper |
A Relative Value Iteration Algorithm for Nondegenerate Controlled Diffusions | 2012-11-29 | Paper |
Hamiltonian cycle problem and Markov chains. | 2012-02-14 | Paper |
Ergodic Control of Diffusion Processes | 2011-12-19 | Paper |
https://portal.mardi4nfdi.de/entity/Q3100581 | 2011-11-24 | Paper |
https://portal.mardi4nfdi.de/entity/Q3174029 | 2011-10-12 | Paper |
Optimal Distributed Uplink Channel Allocation: A Constrained MDP Formulation | 2011-08-08 | Paper |
A Learning Algorithm for Risk-Sensitive Cost | 2011-04-27 | Paper |
Uniform Recurrence Properties of Controlled Diffusions and Applications to Optimal Control | 2011-03-21 | Paper |
ERRATUM: White-Noise Representations in Stochastic Realization Theory | 2011-03-21 | Paper |
On a controlled eigenvalue problem | 2011-01-12 | Paper |
Application of nonlinear filtering to credit risk | 2010-12-23 | Paper |
Erratum to: Risk-sensitive control with near monotone cost | 2010-12-03 | Paper |
Singular Perturbations in Risk-Sensitive Stochastic Control | 2010-12-03 | Paper |
Risk-sensitive control with near monotone cost | 2010-11-22 | Paper |
Erratum to: Risk-sensitive control with near monotone cost | 2010-11-22 | Paper |
On the Hamiltonicity Gap and doubly stochastic matrices | 2010-11-09 | Paper |
A new Markov selection procedure for degenerate diffusions | 2010-10-13 | Paper |
McKean–Vlasov Limit in Portfolio Optimization | 2010-10-07 | Paper |
Quasi-stationary distributions as centrality measures for the giant strongly connected component of a reducible graph | 2010-08-27 | Paper |
https://portal.mardi4nfdi.de/entity/Q3580549 | 2010-08-13 | Paper |
https://portal.mardi4nfdi.de/entity/Q3580467 | 2010-08-12 | Paper |
Controlled diffusion processes | 2010-06-29 | Paper |
Finite dimensional approximation and Newton-based algorithm for stochastic approximation in Hilbert space | 2010-06-17 | Paper |
Small noise asymptotics for invariant densities for a class of diffusions: a control theoretic view | 2009-11-06 | Paper |
A new learning algorithm for optimal stopping | 2009-09-01 | Paper |
Adaptive Importance Sampling Technique for Markov Chains Using Stochastic Approximation | 2009-08-13 | Paper |
Stochastic Control with Imperfect Models | 2009-05-27 | Paper |
Stochastic approximation. A dynamical systems viewpoint. | 2009-04-20 | Paper |
Opportunistic Transmission over Randomly Varying Channels | 2009-03-26 | Paper |
Some Examples of Stochastic Approximation in Communications | 2009-03-17 | Paper |
Cooperative dynamics and Wardrop equilibria | 2009-03-02 | Paper |
A note on linear function approximation using random projections | 2009-01-27 | Paper |
https://portal.mardi4nfdi.de/entity/Q3527701 | 2008-09-29 | Paper |
Singular Perturbations in Ergodic Control of Diffusions | 2008-09-23 | Paper |
Averaging of singularly perturbed controlled stochastic differential equations | 2008-02-18 | Paper |
Dynamic Programming for Ergodic Control of Markov Chains under Partial Observations: A Correction | 2007-11-16 | Paper |
https://portal.mardi4nfdi.de/entity/Q5423305 | 2007-10-23 | Paper |
Common randomness and distributed control: A counterexample | 2007-08-23 | Paper |
On Existence of Limit Occupational Measures Set of a Controlled Stochastic Differential Equation | 2007-03-20 | Paper |
https://portal.mardi4nfdi.de/entity/Q5491035 | 2006-09-26 | Paper |
An actor-critic algorithm for constrained Markov decision processes | 2006-09-25 | Paper |
Stochastic approximation with `controlled Markov' noise | 2006-09-25 | Paper |
Multiscale Stochastic Approximation for Parametric Optimization of Hidden Markov Models | 2006-09-22 | Paper |
Avoidance of traps in stochastic approximation | 2006-09-21 | Paper |
Performance analysis conditioned on rare events: an adaptive simulation scheme | 2006-03-16 | Paper |
Dynamic programming for ergodic control with partial observations. | 2005-11-29 | Paper |
Risk-Sensitive Optimal Control for Markov Decision Processes with Monotone Cost | 2005-11-11 | Paper |
Q-Learning for Risk-Sensitive Control | 2005-11-11 | Paper |
On de Finetti coherence and Kolmogorov probability | 2005-09-29 | Paper |
A further remark on dynamic programming for partially observed Markov processes | 2005-08-05 | Paper |
TRANSMISSION RATE CONTROL OVER RANDOMLY VARYING CHANNELS | 2005-05-09 | Paper |
Ergodic Control for Constrained Diffusions: Characterization Using HJB Equations | 2005-02-28 | Paper |
Charge-based control of DiffServ-like queues | 2005-01-26 | Paper |
Markov control problems under communication constraints | 2004-05-18 | Paper |
https://portal.mardi4nfdi.de/entity/Q4451692 | 2004-03-01 | Paper |
A LEARNING ALGORITHM FOR DISCRETE-TIME STOCHASTIC CONTROL | 2004-02-02 | Paper |
Ergodic Control of Partially Degenerate Diffusions in a Compact Domain | 2003-12-18 | Paper |
Mathematical programming embeddings of logic | 2003-04-28 | Paper |
https://portal.mardi4nfdi.de/entity/Q2768028 | 2002-11-18 | Paper |
Convexity in stochastic control | 2002-10-17 | Paper |
https://portal.mardi4nfdi.de/entity/Q4547443 | 2002-08-21 | Paper |
Bayesian parameter estimation and adaptive control of Markov processes with time-averaged cost | 2002-08-14 | Paper |
On the Lock-in Probability of Stochastic Approximation | 2002-06-27 | Paper |
Stochastic Approximation for Nonexpansive Maps: Application to Q-Learning Algorithms | 2002-06-23 | Paper |
A sensitivity formula for risk-sensitive cost and the actor-critic algorithm | 2002-03-03 | Paper |
Controlled Markov chains with constraints. | 2002-02-18 | Paper |
Managing interprocessor delays in distributed recursive algorithms | 2002-02-18 | Paper |
The actor-critic algorithm as multi-time-scale stochastic approximation. | 2002-02-18 | Paper |
Stochastic approximation algorithms: overview and recent trends. | 2002-02-18 | Paper |
REINFORCEMENT LEARNING IN MARKOVIAN EVOLUTIONARY GAMES | 2002-01-01 | Paper |
Learning Algorithms for Markov Decision Processes with Average Cost | 2001-10-29 | Paper |
https://portal.mardi4nfdi.de/entity/Q2722575 | 2001-07-12 | Paper |
Optimal Sequential Vector Quantization of Markov Sources | 2001-06-21 | Paper |
The value function in ergodic control of diffusion processes with partial observations II | 2001-01-07 | Paper |
Recursive self-tuning control of finite Markov chains | 2001-01-03 | Paper |
Stability of annealing schemes and related processes | 2000-12-12 | Paper |
A two Timescale Stochastic Approximation Scheme for Simulation-Based Parametric Optimization | 2000-12-12 | Paper |
A strong approximation theorem for stochastic recursive algorithms | 2000-11-28 | Paper |
The value function in ergodic control of diffusion processes with partial observations | 2000-11-13 | Paper |
Sample complexity for Markov chain self-tuner | 2000-10-26 | Paper |
Average Cost Dynamic Programming Equations For Controlled Markov Chains With Partial Observations | 2000-10-18 | Paper |
An analog scheme for fixed-point computation-Part II: Applications | 2000-09-26 | Paper |
Actor-Critic--Type Learning Algorithms for Markov Decision Processes | 2000-03-19 | Paper |
The O.D.E. Method for Convergence of Stochastic Approximation and Reinforcement Learning | 2000-03-19 | Paper |
Evolutionary games with two timescales | 1999-12-06 | Paper |
https://portal.mardi4nfdi.de/entity/Q4763591 | 1999-11-08 | Paper |
https://portal.mardi4nfdi.de/entity/Q4244240 | 1999-05-24 | Paper |
Optimal control of semilinear stochastic evolution equations | 1999-04-28 | Paper |
Ergodic control of partially observed Markov chains | 1999-01-12 | Paper |
Stochastic approximation with two time scales | 1998-07-23 | Paper |
A unified framework for hybrid control: model and optimal control theory | 1998-06-11 | Paper |
Asynchronous Stochastic Approximations | 1998-05-10 | Paper |
Occupation measures for controlled Markov processes: Characterization and optimality | 1997-06-03 | Paper |
Ergodic control of degenerate diffusions | 1997-04-16 | Paper |
Distributed computation of fixed points of \(\infty\)-nonexpansive maps | 1997-01-19 | Paper |
Errata corrige to: Stochastic differential games: Occupation measure based approach | 1996-09-16 | Paper |
Stochastic processes that generate polygonal and related random fields | 1996-07-28 | Paper |
https://portal.mardi4nfdi.de/entity/Q4882248 | 1996-07-18 | Paper |
A Convex Analytic Framework for Ergodic Control of Semi-Markov Processes | 1996-07-15 | Paper |
On ergodic control of degenerate diffusions | 1996-04-01 | Paper |
On Extremal Solutions of Controlled Nonlinear Filtering Equations | 1996-01-10 | Paper |
https://portal.mardi4nfdi.de/entity/Q4858374 | 1995-12-12 | Paper |
On infinitesimal \(\sigma\)-fields generated by random processes | 1994-10-10 | Paper |
White-Noise Representations in Stochastic Realization Theory | 1994-05-24 | Paper |
Stochastic differential games: Occupation measure based approach | 1994-04-27 | Paper |
Denumerable state stochastic games with limiting average payoff | 1994-04-27 | Paper |
On the Milito-Cruz adaptive control scheme for Markov chains | 1994-04-27 | Paper |
Ergodic Control of Markov Chains with Constraints—the General Case | 1994-03-27 | Paper |
https://portal.mardi4nfdi.de/entity/Q4280481 | 1994-02-24 | Paper |
https://portal.mardi4nfdi.de/entity/Q4203415 | 1993-09-13 | Paper |
Discrete-Time Controlled Markov Processes with Average Cost Criterion: A Survey | 1993-09-13 | Paper |
Controlled diffusions with constraints. II | 1993-09-05 | Paper |
On extremal solutions to stochastic control problems. II | 1993-08-23 | Paper |
Correction to: Ergodic and adaptive control of nearest-neighbor motions | 1993-01-16 | Paper |
Pathwise recurrence orders and simulated annealing | 1993-01-16 | Paper |
https://portal.mardi4nfdi.de/entity/Q3995082 | 1992-09-17 | Paper |
https://portal.mardi4nfdi.de/entity/Q3999474 | 1992-09-17 | Paper |
On extremal solutions to stochastic control problems | 1992-06-27 | Paper |
Controlled diffusions with constraints | 1992-06-25 | Paper |
Ergodic and adaptive control of nearest-neighbor motions | 1992-06-25 | Paper |
Errata: The probabilistic structure of controlled diffusion processes | 1992-06-25 | Paper |
A remark on control of partially observed Markov chains | 1991-01-01 | Paper |
Self-tuning control of diffusions without the identifiability condition | 1991-01-01 | Paper |
Ergodic control of multidimensional diffusions. II: Adaptive control | 1990-01-01 | Paper |
The Kumar-Becker-Lin scheme revisited | 1990-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3496272 | 1990-01-01 | Paper |
Mimicking finite dimensional marginals of a controlled diffusion by simpler controls | 1989-01-01 | Paper |
``Minimum toll control of diffusions | 1989-01-01 | Paper |
A topology for Markov controls | 1989-01-01 | Paper |
Control of Markov Chains with Long-Run Average Cost Criterion: The Dynamic Programming Equations | 1989-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3827375 | 1989-01-01 | Paper |
A convex analytic approach to Markov decision processes | 1988-01-01 | Paper |
The probabilistic structure of controlled diffusion processes | 1988-01-01 | Paper |
Controlled diffusions with boundary-crossing costs | 1988-01-01 | Paper |
Stochastic quantization of field theory in finite and infinite volume | 1988-01-01 | Paper |
Ergodic Control of Multidimensional Diffusions I: The Existence Results | 1988-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3815237 | 1988-01-01 | Paper |
Control of a partially observed diffusion up to an exit time | 1987-01-01 | Paper |
A comparison principle for certain convex functionals of a diffusion process without drift | 1987-01-01 | Paper |
Corrections to ``Ergodic control problem for one-dimensional diffusions with near-monotone cost | 1986-01-01 | Paper |
The nisio semigroup for controlled diffusions with partial observations | 1986-01-01 | Paper |
A remark on the attainable distributions of controlled diffusions | 1986-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3809027 | 1985-01-01 | Paper |
A note on controlled diffusions on line with time-averaged cost | 1984-01-01 | Paper |
Ergodic control problem for one-dimensional diffusions with near-monotone cost | 1984-01-01 | Paper |
Parameter identification in infinte dimensional linear systems | 1984-01-01 | Paper |
On Minimum Cost Per Unit Time Control of Markov Chains | 1984-01-01 | Paper |
Evolution of interacting particles in a brownian medium | 1984-01-01 | Paper |
Existence of optimal controls for partially observed diffusions | 1983-01-01 | Paper |
Parameter estimation in stochastic systems: some recent results and applications | 1982-01-01 | Paper |
Pathwise smoothing of Markov processes with noisy observations | 1982-01-01 | Paper |
Identification and Adaptive Control of Markov Chains | 1982-01-01 | Paper |
Asymptotic agreement in distributed estimation | 1982-01-01 | Paper |
Parameter estimation in continuous-time stochastic processes | 1982-01-01 | Paper |
Finite chain approximation for a continuous stochastic control problem | 1981-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4749708 | 1981-01-01 | Paper |
Adaptive control of Markov chains, I: Finite parameter set | 1979-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4194841 | 1979-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4194845 | 1979-01-01 | Paper |