Benjamin Van Roy

From MaRDI portal
(Redirected from Person:399882)



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 functions2020-02-07Paper
Deep exploration via randomized value functions
(available as arXiv preprint)
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 Learning2017-02-14Paper
An information-theoretic analysis of Thompson sampling
Journal of Machine Learning Research (JMLR)
2016-06-06Paper
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
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 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 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 sampling2006-04-18Paper
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


This page was built for person: Benjamin Van Roy