Benjamin Van Roy

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Person:399882

Available identifiers

zbMath Open van-roy.benjaminWikidataQ88685704 ScholiaQ88685704MaRDI QIDQ399882

List of research outcomes





PublicationDate of PublicationType
Reinforcement Learning, Bit by Bit2023-12-19Paper
Satisficing in Time-Sensitive Bandit Learning2023-01-09Paper
Learning to Optimize via Information-Directed Sampling2020-10-05Paper
https://portal.mardi4nfdi.de/entity/Q52142152020-02-07Paper
A Tutorial on Thompson Sampling2018-11-23Paper
Efficient Reinforcement Learning in Deterministic Systems with Value Function Generalization2017-09-22Paper
Convergence of Min-Sum Message Passing for Quadratic Optimization2017-08-08Paper
Convergence of Min-Sum Message-Passing for Convex Optimization2017-07-27Paper
Universal Reinforcement Learning2017-07-27Paper
Gaussian-Dirichlet Posterior Dominance in Sequential Learning2017-02-14Paper
An information-theoretic analysis of Thompson sampling2016-06-06Paper
Adaptive execution: exploration and learning of price impact2016-03-22Paper
Learning to Optimize via Posterior Sampling2015-04-24Paper
Directed Principal Component Analysis2014-11-26Paper
Learning a factor model via regularized PCA2014-08-20Paper
Resource allocation via message passing2012-07-28Paper
Manipulation Robustness of Collaborative Filtering2012-02-27Paper
Dynamic pricing with a prior on market response2011-11-24Paper
Investment and market structure in industries with congestion2011-11-24Paper
Computational methods for oblivious equilibrium2011-11-17Paper
Industry dynamics: foundations for models with an infinite number of firms2011-10-28Paper
Control of diffusions via linear programming2011-05-31Paper
On regression-based stopping times2010-10-15Paper
A short proof of optimality for the MIN cache replacement algorithm2010-01-29Paper
A Nonparametric Approach to Multiproduct Pricing2009-08-13Paper
The Linear Programming Approach to Approximate Dynamic Programming2009-07-09Paper
Capacity of the Trapdoor Channel With Feedback2009-02-24Paper
Consensus Propagation2008-12-21Paper
Markov Perfect Industry Dynamics With Many Firms2008-12-15Paper
Performance Loss Bounds for Approximate Value Iteration with State Aggregation2008-05-27Paper
A Cost-Shaping Linear Program for Average-Cost Approximate Dynamic Programming with Performance Guarantees2008-05-27Paper
Strategic Execution in the Presence of an Uninformed Arbitrageur2008-01-18Paper
An approximate dynamic programming approach to decentralized control of stochastic systems2007-09-03Paper
Convergence of the Min-Sum Algorithm for Convex Optimization2007-05-29Paper
A generalized Kalman filter for fixed point approximation and efficient temporal-difference learning2007-01-18Paper
Feature-based methods for large scale dynamic programming2006-06-29Paper
Tetris: A study of randomized constraint sampling2006-04-18Paper
On Constraint Sampling in the Linear Programming Approach to Approximate Dynamic Programming2005-11-11Paper
Algorithms and Models for the Web-Graph2005-08-22Paper
Decentralized decision-making in a large team with local information.2003-07-30Paper
https://portal.mardi4nfdi.de/entity/Q45474462002-08-21Paper
An analysis of belief propagation on the turbo decoding graph with Gaussian densities2002-08-04Paper
On average versus discounted reward temporal-difference learning2002-07-08Paper
On the existence of fixed points for approximate value iteration and temporal-difference learning2001-02-19Paper
Optimal stopping of Markov processes: Hilbert space theory, approximation algorithms, and an application to pricing high-dimensional financial derivatives2000-10-17Paper
Average cost temporal-difference learning2000-02-28Paper
An analysis of temporal-difference learning with function approximation1999-05-06Paper
Feature-based methods for large scale dynamic programming1996-04-21Paper

Research outcomes over time

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